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頁籤選單縮合
題名 | Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models=以二元GARCH跳躍模型評價匯率連動衍生性金融商品 |
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作者 | 何曉緯; 廖子翔; Ho, Hsiao-wei; Liao, Tzu-hsiang; |
期刊 | 財務金融學刊 |
出版日期 | 20141200 |
卷期 | 22:4 2014.12[民103.12] |
頁次 | 頁1-35 |
分類號 | 562.1 |
語文 | eng |
關鍵詞 | 二元GARCH跳躍模型; 隨機波動度; 匯率連動衍生性金融商品; Bivariate GARCH-jump model; Stochastic volatility; Quanto derivatives; |