The Method of the Optimal Volatility Estimator in TXO Under theBlack-Scholes Model
碩士 === 淡江大學 === 管理科學學系 === 91 === The underlying asset price, exercise price, risk-free interest rate, duration and volatility are the endogenous variables in the Black-Scholes option pricing model, and we can obtain the theoretical price of an option contract through the model. Five variables excep...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09886693390281467991 |