認購權證在無法完全複製下的最適避險比率
碩士 === 輔仁大學 === 金融研究所 === 87 === This article tried to learn Black-Scholes (1973) option pricing formula’ concept and method, and rely on Schewizer (1992,1996) publish on Annuity of Applied Probability paper’s Math. Assumptions to prove warrant optimal hedging ratio in discrete and continuous period...
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| Format: | Others |
| Language: | zh-TW |
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1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48365494812427585266 |