The Inference of Price Limits on Black-Scholes Model in Taiwan Stock Market
碩士 === 國立成功大學 === 統計學系碩博士班 === 93 === In order to avoid heavy volatility on the trades in the Taiwan Stock Market, the daily price limit (up and down 7%) for each stock has been imposed by the R.O.C. official Ministry of Finance since October 1989. After imposing the restriction, the standard Blac...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/94298856879059930023 |