http://scholars.ntou.edu.tw/handle/123456789/18693
Title: | The Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models | Authors: | Chuang-Chang Chang Hsiao-Wei Ho Tzu-Hsiang Liao Yaw-Huei Wang |
Issue Date: | May-2019 | Source: | 2019 FeAT Annual Conference | Conference: | 2019 FeAT Annual Conference | Description: | Taipei, Taiwan |
URI: | http://scholars.ntou.edu.tw/handle/123456789/18693 |
Appears in Collections: | 海洋經營管理學士學位學程(系) |
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