The Pricing of Warrants in Taiwan - A Comparison between the Neural Network and TGARCH Models
碩士 === 逢甲大學 === 財務金融學所 === 93 === Abstract Since Black and Scholes (B-S, 1973) presented the famous option pricing model, option pricing theory has become an academic research focus. In view of many inappropriately simplified assumptions of the B-S model, many scholars started modifying the B-S opt...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90069279921581801738 |