The Mispricing of an American currency futures option under different models
碩士 === 國立暨南國際大學 === 國際企業學系 === 90 === Since Black and Scholes published their option pricing model in 1973, there has been numerous of theoretical and empirical work of option pricing. Black and Scholes’s option pricing formula was just for the evaluation of European-type options, most traded option...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80107286257078647182 |