The Relationship between Implied Volatilities of Taiwan Index Options and Options Parameters
碩士 === 南華大學 === 財務管理研究所 === 93 === Implied volatilities are often used by academic researchers as well as investors as the estimates of the underlying assets volatilities in options pricing. Yet, how much association between implied volatilities and options parameters of the underlying asset becom...
| 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/79921165243301468453 |