Browsing by Subject lé,vy過程,平賭測度,最小測度,black-scholes測度,esscher,波動率,
Showing results 1 to 1 of 1
| Publication Year | Title | Author(s) | Department |
|---|---|---|---|
| 2006 | 在不同平賭測度下比較選擇權的價值 Comparison of option prices under different martingale measures | Yi-Tai Chiu; 邱奕泰 | 數學研究所 |