A Study on the Pricing of Warrants Based on Genetic Programming
碩士 === 真理大學 === 財經研究所 === 94 === Black-Scholes averred an option pricing model, which became the base of derivatives pricing. There are a lot of assumptions in Black-Scholes model. Some of them are often not met in real world. Therefore, the Black-Scholes model usually produced price bias. In this p...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68691550187442371053 |