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碩士 === 國立東華大學 === 企業管理學系 === 91 === This study is focus on estimation of implied volatility function and recovering risk-neutral distributions implicit in option prices. We use nonparametric kernel regression to estimate the implied volatility function. Besides, we recover risk-neutral distribut...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39442978351005130663 |