An Empirical Studies of the Model-Free Implied Volatility-use Eurodollar futures option
碩士 === 東海大學 === 財務金融學系 === 98 === Britten-Jones and Neuberger（2000）derived the model-free implied volatilities under the assumption that the price of underlying asset follows diffusion process. Jiang and Tian（2005）further extend the above model-free implied volatility to asset price process with jum...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02828740128766656048 |