Comparison of option pricing estimating:Empirical evidence from TAIEX options
碩士 === 明新科技大學 === 企業管理研究所 === 98 === In the early 1970s, Fischer Black, Myron Scholes, and Robert Merton achieved a major breakthrough in the pricing of stock options. This involved the development of what has become known as the Black-Scholes(1973)model. The model has had a huge influence on the wa...
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Format: | Others |
Language: | zh-TW |
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2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/78911688374048571656 |