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題名 | HJM利率模型下後定選擇權之評價與避險=Pricing and Hedging of Chooser Options within the HJM Interest Rate Model |
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作者姓名(中文) | 吳庭斌; | 書刊名 | 統計與資訊評論 |
卷期 | 11 2009.09[民98.09] |
頁次 | 頁1-29 |
分類號 | 562.12 |
關鍵詞 | 後定選擇權; 利率模型; Chooser options; Interest rate model; |
語文 | 中文(Chinese) |