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

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Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0702110-174509
Date02 July 2010
CreatorsYang, Chao-chih
ContributorsMing-Chi Chen, Chou-Wen Wang, Jen-Jsung Huang, So-de Shyu
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-0702110-174509
Rightsnot_available, Copyright information available at source archive

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