Dynamic Index Option Trading Strategies:direct Forecasting Versus Option Pricing
碩士 === 國立中正大學 === 國際經濟研究所 === 85 === This paper computes the out-the-sample trading results using option pricingmodels and direct forecasting models. The underlying assets are S&P 500 stock index trading on the CME in U.S. The out-t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80042766283541127798 |