The Option Pricing Comparison between Spot Price Information and Option Price Information: the Case of Taiwan Stock Index
碩士 === 高苑科技大學 === 經營管理研究所 === 100 === How to estimate the parameters is concerned by an empirical researcher in option pricing field. The parameters usually are estimated from spot price data or option price data. The study investigated which dataset provides better information. The option models in...
| 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/74085023845478632793 |