An empirical test on stock index futures options
碩士 === 中原大學 === 企業管理學系 === 85 === The purpose of this paper is to test the quadratic approximation of theAmerican call option on a futures contract derived by Barone-Adesi and Whaley. The methodologies used to estimate the standard deviation of the futures changes relative are historical standard...
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| Format: | Others |
| Language: | zh-TW |
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1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70372064412050737761 |