An Empirical Study on the Degree of Smile across Different Time to Expiration — Evidence from Taiwan Stock Index Option
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 95 === Taiwan stock index option has already become the most popular financial derivative for hedgers and investors. The most well-known method for the price options is the Black & Scholes model (1973). One can use the Black & Scholes formula to deduce the impl...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44060810174268204756 |