Essays on Option Pricing and Option Trading Volume
博士 === 國立交通大學 === 財務金融研究所 === 101 === This dissertation consists of two separate issues. The first issue is we extend Log-HAR option pricing model, which is more convenient compared to other option pricing models associated with realized volatility in the way of simpler estimation procedure. In addi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72581334238537233678 |