The Analysis of Implied Default Point under the Barrier OptionFramework-An Application of Variance Gamma Process

碩士 === 國立中山大學 === 財務管理學系研究所 === 98 === none

Bibliographic Details
Main Authors: Chao-chih Yang, 楊朝智
Other Authors: Chou-Wen Wang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/50029485382915115577