Wang transform to discuss TAIEX option pricing
碩士 === 國立臺北大學 === 統計學系 === 102 === This study focuses on the application of Wang transform to the pricing of TAIEX option. Wang transform is simple and intuitive, which applies an inverse distortion operator to the sample data to estimate the option prices. In this thesis, we compare the results of...
| 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/88235633979269202687 |