The influence of the Market Sentiment on investor's decision and option price

碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 104 === The traditional Black-Scholes model is compared, this study added market sentiment factors, hoping to explain to investors the market is pessimistic or optimistic explanation, fuzzy stochastic model attempts to calculate the value of investments, in add...

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Bibliographic Details
Main Authors: Chi-Yuan Wu, 吳啟源
Other Authors: I-Ming Jiang
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/10965906206284880173