A Generalized Options Pricing Model Through the Relationship among Spot, Futures, and Option
碩士 === 銘傳大學 === 管理科學研究所 === 85 === The objective of the paper is to investigate the validity and rationality for a new options pricing model ( for short is "GDFOPM") which extract from Lee-Lu (1996). This model attempt to relieve the assumptions of the traditional Black-Scholes (1973) m...
| 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/15688020978430288587 |