Using MCDM Techniques for Investment Decision Making of Warrants Based On Black-Scholes Model
碩士 === 開南大學 === 企業與創業管理學系 === 96 === This research looks at the three factors in Black-Scholes option pricing, which are intrinsic value, time, and volatility, and determines the relative importance of each factor to different investor types using Multiple Criteria Decision Making (MCDM). The goal i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92770510064117990742 |