A Nonlinear Factor Analysis of TAIEX Option Returns
碩士 === 逢甲大學 === 財務金融學所 === 100 === In the past literature, researchers pay little attention to the characteristics of option return. This study bridges this gap. According to the distribution formula for the option holding period return derived by Hsu (2010, 2011) and Lin (2011), and the Ito ̅&a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/30174169774887396655 |