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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Bibliographic Details
Main Author: 吳智偉
Other Authors: 陳佳信
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/78911688374048571656