dc.contributor | 金融系 | - |
dc.creator (作者) | 何杰操; 張興華; 林士貴 | - |
dc.creator (作者) | He, Jie-Cao;Chang, Hsing-Hua;Chen, Ting-Fu;Lin, Shih-Kuei | - |
dc.date (日期) | 2023-05 | - |
dc.date.accessioned | 29-十一月-2023 16:31:18 (UTC+8) | - |
dc.date.available | 29-十一月-2023 16:31:18 (UTC+8) | - |
dc.date.issued (上傳時間) | 29-十一月-2023 16:31:18 (UTC+8) | - |
dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/148229 | - |
dc.format.extent | 106 bytes | - |
dc.format.mimetype | text/html | - |
dc.relation (關聯) | Financial Innovation, Vol.9, Article number: 90, pp.1-58 | - |
dc.subject (關鍵詞) | Jump-difusion process; Currency option; Risk premia; Correlated jumps | - |
dc.title (題名) | Upside and downside correlated jump risk premia of currency options and expected returns | - |
dc.type (資料類型) | article | - |
dc.identifier.doi (DOI) | 10.1186/s40854-023-00493-3 | - |
dc.doi.uri (DOI) | https://doi.org/10.1186/s40854-023-00493-3 | - |