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Approximating volatility diffusions of the term structure by using ARCH model

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Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0626107-171723
Date26 June 2007
CreatorsWu, Jia-Huei
ContributorsHuang,Jen-Jsung, Lo,Henry Y., Wang,Chou-Wen
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-0626107-171723
Rightsoff_campus_withheld, Copyright information available at source archive

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