The Forecasting Performance of Liquidity-Adjusted Volatility Index
碩士 === 國立臺灣大學 === 國際企業學研究所 === 101 === Options with same underlying asset, but different maturity months and strike prices trade simultaneously. It is conceivable that different liquidity among these options will have significant impact on option valuation. Low liquidity options may not be able t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86659718171746446310 |