作者未提供
碩士 === 銘傳大學 === 管理科學研究所 === 92 === The study is based on the transaction data from the Taiwan stock index option issued by TIFEX from January 1, 2002 to December 31, 2003. We adopt the historical volatility and implied volatility to predict the performance of the traditional Black-Scholes model and...
| 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/37ra3e |