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

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0702110-174509

Tags

Safety Margin

Variance Gamma Process

Default Risk

Barrier Option

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0702110-174509
Date	02 July 2010
Creators	Yang, Chao-chih
Contributors	Ming-Chi Chen, Chou-Wen Wang, Jen-Jsung Huang, So-de Shyu
Publisher	NSYSU
Source Sets	NSYSU Electronic Thesis and Dissertation Archive
Language	Cholon
Detected Language	English
Type	text
Format	application/pdf
Source	http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0702110-174509
Rights	not_available, Copyright information available at source archive