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    Title: 長記憶波動性之研究及其對選擇權定價之運用
    Other Titles: An Investigation of Long Memory in Volatility with Applications to Option Pricing
    Authors: 鍾惠民;李進生;林蒼祥
    Contributors: 淡江大學財務金融學系
    Keywords: 長記憶;波動性;蒙地卡羅模擬;選擇權訂價;Long memory;Volatility;Monte Carlo simulation;Option pricing
    Date: 2000
    Issue Date: 2009-03-16 11:23:28 (UTC+8)
    Appears in Collections:[財務金融學系暨研究所] 研究報告

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