A study on the smile of TXO by arbitrage strategies
碩士 === 國立屏東科技大學 === 財務金融研究所 === 96 === B-S implied volatility is the volatility implied by the market price of the option based on Black-Scholes model. The importance of implied volatility is like the value of option for option contract. Real implied volatility curve is thought to be a horizontal li...
| 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/46256301898437180146 |