衍生性金融商品的資訊內涵整合型研究-子計畫七：隨機波動率與跳躍選擇權評價模型之實證研究(1/3)

Project title

Internal ID

NSC95-2416-H-002-062-MY3

Principal Investigator

Start Date

August 1, 2006

End Date

July 31, 2007

Partner Organizations

Keywords

選擇權評價

隨機波動率

跳躍

機率分配預測

避險

Option pricing

Stochastic Volatility

Jumps

Density Prediction

Hedging