The Skewness and Kurtosis Adjusted Black-Scholes Model: An Empirical Study on Warrants
碩士 === 國立暨南國際大學 === 財務金融學系 === 100 === Corrado and Su (1996) consider that the skewness and kurtosis should be added to the Black-Scholesd. In this paper, we mainly used the Black-Scholesd model and the skewness and kurtosis amended Black-Scholes model, valued the general type warrants for the sin...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42897840212945478532 |