The Studies of Option Pricing with Stochastic Volatility Model
碩士 === 輔仁大學 === 金融研究所 === 93 === Abstract This study applies the efficient method of moments to estimate the parameters of stochastic volatility model. According to the estimate result, the study applies Monte Carlo simulation with common random number to do the Taiwan Index Option empiri...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12974699983940335366 |