The VIX Option Pricing based on Different Diffusion Model
碩士 === 國立高雄第一科技大學 === 金融研究所 === 102 === With the innovation of the derivatives, the S&P500 index as an underlying asset of the volatility index (VIX) introduced by the Chicago Board Options Exchange (CBOE) was adopted as the research object in this study.Since the financial crisis in 2008,the de...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73386084574575901036 |