The study of option pricing models
碩士 === 大葉大學 === 會計資訊學系碩士班 === 96 === This study focuses on binomial and trinomial option pricing models and compares the predictability between the binomial option pricing model (BOPM) and trinomial option pricing model (TOPM) empirically. After the establishment of the BOTM and the TOPM, the data o...
Main Authors: | Ming Ta, Tsai, 蔡明達 |
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Other Authors: | Chao Yang, Hong |
Format: | Others |
Language: | zh-TW |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/61567943253981875246 |
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