The Empirical Study on Taiwan Warrant Market under Transaction Costs -Comparisons among Three Pricing Models
碩士 === 淡江大學 === 財務金融學系 === 90 === The purpose of this thesis is to investigate the options pricing model which takes transaction costs into account. We compare the difference of the three models, Boyle and Vorst (BV，1992), Cox、Ross and Rubinstein (CRR，1979) and adaptive mesh model (AMM，1999), while...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/98948110596786463785 |