Implied Stock Index Probability Distribution and Value at Risk
碩士 === 國立中央大學 === 財務金融學系 === 105 === In the past, the Black-Sholes model, studied by Black-Scholes(1973), was the basis for an option pricing model, but it frequently misprices deep in-the-money and deep out-of-the-money options. Hence, a lot of literature proposed different model designed to overco...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19924914629752421938 |