- 學位論文
仿射跳躍與隨機波動度模型下的選擇權評價
Option Pricing under the Affine Jump-Diffusion Models with Stochastic Volatility
若您是本文的作者，可授權文章由華藝線上圖書館中協助推廣。
延伸閱讀
- Huang, C. L. (2009). 選擇權評價中外加訊息的作用:在跳躍擴散模型下的估計議題 [master's thesis, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2009.03047
- Yen, J. F. (2007). 跳躍擴散模型下離散型回顧選擇權之評價 [master's thesis, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2007.03180
- Lin, L. X. (2016). 強健適應性模糊追蹤控制於多輸入多輸出非線性隨機卜瓦松跳躍系統 [master's thesis, National Tsing Hua University]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0016-0901201710391133
- 涂登才、劉祥熹（2012）。跳躍擴散與隨機波動模型下台指選擇權之評價－快速傅立葉轉換之應用。管理與系統，19(2)，201-230。https://www.airitilibrary.com/Article/Detail?DocID=10239863-201204-201206080009-201206080009-201-230
- Ruan, X., Zhu, W., Li, S., & Huang, J. (2013). Equilibrium Asset and Option Pricing under Jump-Diffusion Model with Stochastic Volatility. Abstract and Applied Analysis, 2013(), 518-530-1051. https://doi.org/10.1155/2013/780542