Using B-S Equation to Construct an Optimal Fuzzy Portfolio

碩士 === 中原大學 === 電機工程研究所 === 95 === The option market and the spot market are closely related. By observing the targets of the option market, besides the respective meanings, many implied messages can be obtained through examining the several targets. From the implied volatility and the open interest...

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Bibliographic Details
Main Authors: Hsuan-Ju Wang, 王宣茹
Other Authors: Kuang-Yow Lian
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/03620884583150268426