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碩士 === 銘傳大學 === 財務金融學系碩士班 === 92 === This paper applies RT’s(1999) lattice algorithm to empirically examine the price behavior of TAIEX options. We adopt NGARCH model added RT (1999) lattice algorithm for pricing TAIEX options. There exists the difference between market price and the theoretical pri...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ka8j7n |