Forecasting Volatility for Black-Scholes Option Pricing Model for TAIEX Options
碩士 === 國立成功大學 === 財務金融研究所 === 94 === The purpose of this study is to estimate option prices by using alternative volatility models to find out which volatility model is the most suitable for evaluating the TXO. In this paper six models are used to estimate the volatility and the estimated value are...
| 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/60393400468399854698 |