The Empirical Analysis of TAIFEX Options Trading Strategy－Considering the Skewness and Kurtosis Features of Underlying Assets Distribution
碩士 === 東吳大學 === 財務工程與精算數學系 === 102 === As the Black and Scholes (1973) option pricing formula is developed under some unreal assumptions, the Black and Scholes option prices are therefore deviated from the real option market prices significantly. Corrado and Su (1996,1997) modified the drawbacks of...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/r5v433 |