What Else do Trading Characteristics Tell us? Beyond the Black-Scholes Model
碩士 === 國立高雄第一科技大學 === 財務管理所 === 98 === In this study we use TXO to investigate beyond the Black-Scholes Model, whether the market characteristics such as trading volume can influence the pricing errors or not. The results show that the more trading volume the smaller pricing errors call options h...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/17660749660955579922 |