Levy模型下無限期美式選擇權的定價

Full metadata record

DC Field	Value	Language
dc.contributor.author	許元春	en_US
dc.contributor.author	SHEU YUAN-CHUNG	en_US
dc.date.accessioned	2014-12-13T10:30:15Z	-
dc.date.available	2014-12-13T10:30:15Z	-
dc.date.issued	2013	en_US
dc.identifier.govdoc	NSC102-2115-M009-003	zh_TW
dc.identifier.uri	http://hdl.handle.net/11536/90094	-
dc.identifier.uri	https://www.grb.gov.tw/search/planDetail?id=3101476&docId=419358	en_US
dc.description.sponsorship	行政院國家科學委員會	zh_TW
dc.language.iso	zh_TW	en_US
dc.title	Levy模型下無限期美式選擇權的定價	zh_TW
dc.title	Pricing Perpetual American Options in a Levy Model	en_US
dc.type	Plan	en_US
dc.contributor.department	國立交通大學應用數學系（所）	zh_TW
Appears in Collections:	Research Plans