Analyzing Taiwan Stock Index Option by Edgeworth Expansion Method
碩士 === 國立東華大學 === 國際經濟研究所 === 95 === This paper uses the Jarrow and Rudd option pricing model on Taiwan Stock Index Option (TXO) empirical data to obtain the Taiwan Stock Index Option theoretical price and then discuss the option pricing error with Taiwan Stock Index Option theoretical price compare...
| 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/a59kk7 |