| 標題: | 在離散時間下的Optimal Variance Hedging Optimal Variance Hedging in Discrete Time |
| 作者: | 周庭萱 Chou, Ting-Hsuan 許元春 Sheu, Yuan-Chung 應用數學系數學建模與科學計算碩士班 |
| 關鍵字: | 最佳二次避險的策略;離散時間;Optimal variance hedging;Discrete time |
| 公開日期: | 2015 |
| URI: | http://140.113.39.130/cdrfb3/record/nctu/#GT070252305 http://hdl.handle.net/11536/126736 |
| Appears in Collections: | Thesis |
- Futures Hedging Using Clusters with Dynamic Behavior of Market Fluctuation / Hsu, Yu-Chia;Chen, An-Pin
- 已實現波動度於動態期貨避險之應用 / 賴雨聖;Lai, Yu-Sheng;許和鈞;Sheu, Her-Jiun
- 利用CCC與DCC模型估算能源期貨最適避險比率 / 翁妮鈴;Ni-Ling Weng;周雨田;Ray Yeutien Chou
- Clustering Time Series Data by SOM for the Optimal Hedge Ratio Estimation / Hsu, Yu-Chia;Chen, An-Pin
- 風險極小策略與低階動差極小策略之避險效益研究 / 陳中慧;Chen, Chung-Huei;許和鈞;Sheu, Her-Jiun
- An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short- and long-run hedge ratios / Chen, SS;Lee, CF;Shrestha, K
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