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

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

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