OLG模型中選擇權對現貨市場的影響
碩士 === 國立臺灣大學 === 經濟學研究所 === 92 === We construct a simple two-period OLG model in this article. There exists two heterogeneous agents and two assets. We discuss the agents'' decision problem and trading result in numerical analysis. In the next chapter, we introduce a put option on underly...
| 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/88732279598310626070 |