The Price Discovery of Options in Taiwan Index Market subject to the Price Limit in Index and Futures
碩士 === 淡江大學 === 財務金融學系碩士班 === 98 === The main purpose of the study in this paper is to examine the price discovery in Taiwan index option , while futures and spot index are subject to the price limit. In terms of estimating implicit spot indexes recovered from index options , Black'&a...
| 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/17600141396950466351 |