Performance Evaluation of Option Pricing Models in TXO
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 101 === Past empirical literatures reveal that two assumptions behind BS option pricing model are inconsistent with the real market data. That is the distributions of underlying assets and the invariability of volatility. Further studies intending to improve the...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/99107479755543244300 |