SVM Evaluates Index Options Under Nonlinear GARCH Volatility Estimates

碩士 === 國立臺北商業技術學院 === 商學研究所 === 95 === It can’t be explained the problems of leptokurtic and clustering under the BS model because of the assumption of constant volatility. In order to overcome the difficulties, scholars used linear and nonlinear GARCH models to estimate volatility. However,there we...

Full description

Bibliographic Details
Main Authors: Li Jui-Kai, 李瑞凱
Other Authors: 盧智強
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/25128267283163937794

Similar Items