Empirical Performance of Option Models along with Change of Market Conditions
碩士 === 國立中正大學 === 財務金融所 === 98 === This article mainly discuss the relationship between in-sample pricing errors and changes of market conditions as well as the ability to eliminate market related biases for each model under different cases, including BS, Ad hoc BS, SV, SVJ and VG. We also make the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64672986399849330832 |