Monotonicity of Option Prices Relative to Volatility
碩士 === 國立中山大學 === 應用數學系研究所 === 100 === The Black-Scholes formula was the widely-used model for option pricing, this formula can be use to calculate the price of option by using current underlying asset prices, strike price, expiration time, volatility and interest rates. The European call option pri...
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| Format: | Others |
| Language: | en_US |
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2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14449366551333377225 |