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

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0717110-064416

Tags

Levy Processes

Fourier Transform

Stochastic Volatility

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0717110-064416
Date	17 July 2010
Creators	Chen, Ju-Ying
Contributors	So-De Shyu, Jen-Jsung Huang, Ming-Chi Chen, Chou-Wen Wang
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-0717110-064416
Rights	not_available, Copyright information available at source archive