A Comparison between B-S Model and Stochastic Volatility Option Pricing Models: Empirical Evidence from TAIEX Options
碩士 === 國立成功大學 === 企業管理學系碩博士班 === 91 === Since 1973 Black and Scholes published the famous option pricing model, option pricing theory has become an academic research focus. As a result of many unduly simplified assumptions of the B-S model, many scholars started to modify the B-S model, such as the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75058705066275066152 |