Net Buying Pressure Explains Implied Volatility Smile Effect
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === This study takes the Taiwan Index Option (TXO) to an empirical analysis. The topics we explore and their conclusions can be devided into the following three parts. First, we discuss the relationship between the implied volatility level and net buying pressure. F...
| 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/13174708182978072287 |