Year | 2016 |
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Authors | JIN-LUNG PENG |
Paper Title | Shih-Kuei Lin*;Jin-Lung Peng;Wei-Hsiung Chao;An-Chi Wu, 2016.04, 'The Extension from Independence to Dependence between Jump Frequency and Jump Size in Markov-modulated Jump Diffusion Models, ' The North-American Journal of Economics and Finance, Vol.37 (2016), pp.217–235.(SSCI)(*為通訊作者) |
Vol.No | 410275 |
Date of Publication | 2016-04-01 |