Option Investment-The Application of Kelly Criterion
碩士 === 東吳大學 === 經濟學系 === 100 === The value of stock options is determined by the probability distribution of the stock's future price. Therefore, if we want to use the LSM model to estimate the optimal ratio of the investment option, use Geometric Brownian Motion model to estimate the under...
| 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/19163355448071252653 |