台指選擇權波動率微笑決定因素之研究

Translated title of the contribution: Determiants of the volatility smile: A study on the TAIEX option

溫恩孝

Research output: Types of ThesisMaster's thesis

Translated title of the contributionDetermiants of the volatility smile: A study on the TAIEX option
Original languageChinese (Traditional)
Supervisors/Advisors
  • Shyu, Yih-Wen, Supervisor
  • 李, 進生, Supervisor, External person
StatePublished - 2006
Externally publishedYes

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