Applying Computational Intelligence Algorithms in Taiwan Stock Option Pricing and Arbitraging
碩士 === 真理大學 === 財經研究所 === 93 === The study is based on the transaction data from the Taiwan stock option issued by TIFEX from January 20, 2003 to December 31, 2004. Applying ANN and Neuro-Fuzzy options pricing model with four volatility models, namely historical volatility, implied volatility, GARCH...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52880517869213353870 |