The Study of TAIEX Options’ Volatility
碩士 === 國立屏東科技大學 === 財務金融研究所 === 95 === Abstract This research tries to find the suitable volatility estimators for TAIEX options. It mainly adopts the implied volatility model and the historical volatility model which includes extreme-value volatility estimators. The results of this research are as...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11310335048798569349 |