Evaluating Index Options under Habit Formation
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 97 === When evaluating index options, most literatures assume the volatility to be constant, the GARCH process, the stochastic volatility process, etc. However, there is no one considering the relationship between the volatility and the stock market is closely related...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88292057594295508211 |