The Best TAIEX Options Volatility In Black-Scholes Model
碩士 === 淡江大學 === 管理科學研究所 === 92 === ABSTRACT To predict the volatilities of Taiwan stock markets more precisely, various volatility-predicted models have been built-up. However, the results of those models are quite different. The purpose of this research is to find a suitable estimati...
| 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/54922602849287659443 |