Browsing by Subject dynamic hedging performance
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 1-Jul-2004 | NGARCH組合型權證定價模型的評價與避險績效 | 莊忠柱; Chung-Chu Chuang; Institute of Business and Management; 經營管理研究所 |
| 2007 | 應用已實現波動度於選擇權評價的實證研究 | 邱婉茜; Wanchien Chiu; 周幼珍; 財務金融研究所 |