Option Pricing using the Continuous Hidden-Threshold-Skew-Normal Distribution

  • Belhachemi, Rachid (PI)

Project: Internal Research Project

Project Details

Project Title (In Chinese)

利用广义连续隐藏阈值混合偏正态分布”（GHTSN）的期权定价

Fund Amount (RMB)

55200.00
Project CategoryRDF-A
StatusFinished
Effective start/end date1/06/15 → 28/02/17