Estimation of Variables and Retest of the Option Pricing Model in Imperfect Markets
碩士 === 國立成功大學 === 企業管理學系 === 85 === Option pricing model in imperfect markets(IMOPM) was developed by Hsu(1997) and B-S model was proved to be a special case of the IMOPM. The major purposeof this paper is to re-compare the relative performance between th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18661723202196175383 |