Price Deviation and Liquidity in Taiwan Options Market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === Today the option pricing model has been a well developed utility. In particular, the Black-Scholes model(B-S model) is broadly employed in pricing options. Because of some differences between assumptions of B-S model and real circumstances, there was some err...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22930488602854038246 |