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題名 Upside and downside correlated jump risk premia of currency options and expected returns
作者 何杰操; 張興華; 林士貴
He, Jie-Cao;Chang, Hsing-Hua;Chen, Ting-Fu;Lin, Shih-Kuei
貢獻者 金融系
關鍵詞 Jump-difusion process; Currency option; Risk premia; Correlated jumps
日期 2023-05
上傳時間 29-十一月-2023 16:31:18 (UTC+8)
關聯 Financial Innovation, Vol.9, Article number: 90, pp.1-58
資料類型 article
DOI https://doi.org/10.1186/s40854-023-00493-3
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-