Analysis of Pricing Performance on TAIEX Options
碩士 === 國立雲林科技大學 === 財務金融系 === 104 === This research analyzes the valuation of financial models using the stochastic volatility model of Heston(1993) and the two-factor stochastic volatility model of Rüdiger and Florentin(2015). This research examines the forecasting performance of these two models....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63466912606236003278 |