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 |