學術產出-Proceedings
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題名 Mean Reversion Tests of Put-Call Parity for Equity Index Options with Randomization and Bayesian Gibbs Sampling Viewpoint:S&P500 versus DAX 作者 杜化宇 日期 2004-12 上傳時間 27-Oct-2008 15:01:03 (UTC+8) 關聯 The 12th SFM conference 資料類型 conference dc.creator (作者) 杜化宇 zh_TW dc.date (日期) 2004-12 en_US dc.date.accessioned 27-Oct-2008 15:01:03 (UTC+8) - dc.date.available 27-Oct-2008 15:01:03 (UTC+8) - dc.date.issued (上傳時間) 27-Oct-2008 15:01:03 (UTC+8) - dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/2659 - dc.format application/ en_US dc.language en en_US dc.language en-US en_US dc.language.iso en_US - dc.relation (關聯) The 12th SFM conference en_US dc.title (題名) Mean Reversion Tests of Put-Call Parity for Equity Index Options with Randomization and Bayesian Gibbs Sampling Viewpoint:S&P500 versus DAX en_US dc.type (資料類型) conference en