- 期刊
The Edgeworth Binomial GARCH Model in Pricing American Asian Options
參考文獻
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延伸閱讀
- 呂雅婷（2009）。An EOQ Model with Immediate Return for Defective Items under an Announced Price Increase and Imperfect Inspection〔碩士論文，國立虎尾科技大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0028-3006200915514200
- 李貞宜（2012）。Bivariate GARCH-DCC Applied to Stock Markets among United States and East Asian Countries〔碩士論文，嶺東科技大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0103-2706201216464400
- 鄒易凭、胡緒寧、鄭婉秀（2008）。The Variety Applications in Asymmetric Power GARCH Model。東吳經濟商學學報，(63)，29-51。https://doi.org/10.29735/SJEB.200812.0002
- 周恆志、巫春洲（2006）。An Empirical Study of Edgeworth GARCH Option Pricing Algorithm。證券市場發展季刊，17(4)，155-190。https://doi.org/10.6529/RSFM.2005.17(4).5
- Chang, Y. C. (2006). Parameters Estimation of the GARCH Model [master's thesis, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2006.00151