Pricing of Commodity Options in Imperfect Markets: Theory and Empirical Tests
碩士 === 逢甲大學 === 財務金融學所 === 97 === Most option pricing models in the past were built on the perfect-market assumptions. The famous B-S model for stock options’ pricing (1973) is the paradigm of option pricing theory along this line. However, capital markets in real world are not perfect and the arbit...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28460501632328338634 |