Using Neural Network Models for Finding Optimal Pricing Model of Taiwan Stock Index Options
碩士 === 國立臺北大學 === 合作經濟學系 === 92 === TAIEX Option is a new and financial products. It usually uses Black-Scholes option pricing model to estimate the reasonable price of TAIEX option. Due to this modeling has been simplifying actual situation, there are many unreasonable phenomenon. Therefore, this s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22994318922914677444 |