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Option Pricing under Stochastic Volatility for Levy Processes: An Empirical Analysis of TAIEX Index Options

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Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0717110-064416
Date17 July 2010
CreatorsChen, Ju-Ying
ContributorsSo-De Shyu, Jen-Jsung Huang, Ming-Chi Chen, Chou-Wen Wang
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageCholon
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0717110-064416
Rightsnot_available, Copyright information available at source archive

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