Browsing by Subject lé,vy process,martingale measure,minimal measure,black-scholes measure,esscher,volatility,
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 |