An Empirical Study on Forecasting the Stock Volatility in the Option Pricing Model by Using the Neural Networks
碩士 === 國立交通大學 === 資訊管理研究所 === 86 === Traditionally, the Black-Scholes model is a useable evaluation method for optionpricing. However, there exist some impractical assumptions in the Black-Scholes Model. Therefore, the evaluated prices would be reconsider...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75916254603267408126 |