Year | 2016 |
---|---|
Authors | Sharon S. Yang |
Paper Title | Sharon S. Yang*;Jr-Wei Huang;Chuang-Chang Chang, 2016, 'Detecting and Modeling the Jump Risk of CO2 Emission Allowances and Their Impact on the Valuation of the Option on Futures Contracts, ' Quantitative Finance, Vol.16, No.5, pp.749-762.(SSCI)(*為通訊作者) |
Vol.No | 425131 |