A study on pricing errors of short-term options - Evidence from weekly TAIEX options
碩士 === 國立交通大學 === 財務金融研究所 === 101 === In this paper, we use short-term option pricing errors and volume to investigate the impact of short-term options listed on the options market. The object of this study is the monthly options for TAIEX, and weekly options for TAIEX which was launched on November...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/19143451793972785123 |