The Impact of Market Imperfection on the Implied Volatility of TXO
碩士 === 國立屏東科技大學 === 財務金融研究所 === 97 === Some pricing simplifications are commonplace in research on implied volatility. Option pricing like B-S model seem to assume that the capital markets are perfect, there are no transaction costs or taxes. However, in a real world, that is market imperfection. Pr...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/22848412246809876022 |