The performance of the Black-Scholes model under alternative volatility estimates for index options
碩士 === 國立東華大學 === 企業管理學系 === 88 ===
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| Language: | zh-TW |
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2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87658172682795319617 |
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ndltd-TW-088NDHU0121014 |
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ndltd-TW-088NDHU01210142016-07-08T04:22:54Z http://ndltd.ncl.edu.tw/handle/87658172682795319617 The performance of the Black-Scholes model under alternative volatility estimates for index options Black-Scholes模型在不同波動性衡量下之表現─股價指數選擇權 林佩蓉 碩士 國立東華大學 企業管理學系 88 林月能 2000 學位論文 ; thesis 99 zh-TW |
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NDLTD |
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zh-TW |
| format |
Others
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NDLTD |
| description |
碩士 === 國立東華大學 === 企業管理學系 === 88 ===
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| author2 |
林月能 |
| author_facet |
林月能 林佩蓉 |
| author |
林佩蓉 |
| spellingShingle |
林佩蓉 The performance of the Black-Scholes model under alternative volatility estimates for index options |
| author_sort |
林佩蓉 |
| title |
The performance of the Black-Scholes model under alternative volatility estimates for index options |
| title_short |
The performance of the Black-Scholes model under alternative volatility estimates for index options |
| title_full |
The performance of the Black-Scholes model under alternative volatility estimates for index options |
| title_fullStr |
The performance of the Black-Scholes model under alternative volatility estimates for index options |
| title_full_unstemmed |
The performance of the Black-Scholes model under alternative volatility estimates for index options |
| title_sort |
performance of the black-scholes model under alternative volatility estimates for index options |
| publishDate |
2000 |
| url |
http://ndltd.ncl.edu.tw/handle/87658172682795319617 |
| work_keys_str_mv |
AT línpèiróng theperformanceoftheblackscholesmodelunderalternativevolatilityestimatesforindexoptions AT línpèiróng blackscholesmóxíngzàibùtóngbōdòngxìnghéngliàngxiàzhībiǎoxiàngǔjiàzhǐshùxuǎnzéquán AT línpèiróng performanceoftheblackscholesmodelunderalternativevolatilityestimatesforindexoptions |
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