An Alternative Threshold-GARCH Option Pricing Model.
| Autor: | Shu-Ing Liu1 siliu@cc.shu.edu.tw |
|---|---|
| Zdroj: | IUP Journal of Financial Risk Management. Mar2010, Vol. 7 Issue 1/2, p44-57. 14p. 4 Charts. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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| Autor: | Shu-Ing Liu1 siliu@cc.shu.edu.tw |
|---|---|
| Zdroj: | IUP Journal of Financial Risk Management. Mar2010, Vol. 7 Issue 1/2, p44-57. 14p. 4 Charts. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|