The Effects of Stochastic Volatility and Demand Pressure on the Monotonicity Property Violations
The Effects of Stochastic Volatility and Demand Pressure on the Monotonicity Property Violations
Year | 2014 |
Author | Yung-Ming Shiu*, Tu-Cheng Wu |
Author count | 2 |
Created date | 2019-02-07 |
Author order | 第一作者 |
Corresponding author | 否 |
Publication year | 2014 |
Publication month | 8 |
Journal name | Journal of Derivatives |
Publication area | 美國 |
Volume | 22 |
Issue | 1 |
Start page | 90 |
End page | 102 |
Publication type | |
Review system | 是 |
Language | Foreign Language |
Attached project | NSC 101-2410-H-020-005 |