變異數溢酬、U型定價核與選擇權評價

Conference paper

Hung-Wen Cheng, J.T. Tsai and Yi-Ding Lei

World Risk and Insurance Economics Congress World Risk and Insurance Economics Congress

2015

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Title: 變異數溢酬、U型定價核與選擇權評價
Translated title: Variance premium, U-shaped Pricing Kernel and Option Valuation
Creators - without role: Hung-Wen Cheng
J.T. Tsai - 國立清華大學科技管理學院計量財務金融學系
Yi-Ding Lei
Publication Details: World Risk and Insurance Economics Congress World Risk and Insurance Economics Congress
Identifiers: 9957774866506774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Language: Traditional Chinese
Resource Type: Conference paper