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碩士 === 國立中央大學 === 統計研究所 === 94 === Abstract The problem of the volatility has been the focus of research for many years. In order to understand the volatility model most suitable for real market data ,we utilize four different models to model the implied volatility for one week TXO future. Three dif...

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Bibliographic Details
Main Authors: SHAO-HUI TSOU, 鄒紹輝
Other Authors: Kuang-Fu Cheng
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/suadjm