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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31338


    Title: A binomial option pricing model under stochastic volatility and jump
    Authors: Chang,CC;Fu,HC
    Contributors: 財務金融研究所
    Keywords: APPROXIMATIONS;PRICES;TIME
    Date: 2001
    Issue Date: 2010-07-06 17:42:38 (UTC+8)
    Publisher: 中央大學
    Abstract: Numerous papers have investigated the pricing of options on traded assets when either the underlying asset follows a jump diffusion process or the volatility of the underlying asset is assumed to be stochastic. This paper extends the literature by combini
    Relation: CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES-REVUE CANADIENNE DES SCIENCES DE L ADMINISTRATION
    Appears in Collections:[財務金融研究所] 期刊論文

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