An Analysis of Time Series with Jump-Diffusion by Applying Different Strategies of Differential Evolution

碩士 === 元智大學 === 工業工程與管理學系 === 102 === With the advance of information technology and the development of efficient algorithms, quantitative financial risk modeling has been becoming popular both in academia and in practice. Financial derivatives provide leverage not only to the financial institutions...

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Bibliographic Details
Main Authors: Guan-Yu Chen, 陳冠佑
Other Authors: Hen-Yi Jen
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/69960528792271127676