流動性風險下之臺股指數選擇權定價

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@article{9045e23b29584edbbe60fb7f66d6b11c,

title = "流動性風險下之臺股指數選擇權定價",

keywords = "Black-Scholes model, Black-Scholes模型, Liquidity risk, Option pricing, 流動性風險, 選擇權定價",

author = "Yih-Wen Shyu and 文玲沈",

year = "2008",

language = "繁體中文",

volume = "9",

pages = "23--46",

journal = "臺灣金融財務季刊",

issn = "1607-9256",

number = "4",

}

TY - JOUR

T1 - 流動性風險下之臺股指數選擇權定價

AU - Shyu, Yih-Wen

AU - 沈, 文玲

PY - 2008

Y1 - 2008

KW - Black-Scholes model

KW - Black-Scholes模型

KW - Liquidity risk

KW - Option pricing

KW - 流動性風險

KW - 選擇權定價

M3 - 文章

SN - 1607-9256

VL - 9

SP - 23

EP - 46

JO - 臺灣金融財務季刊

JF - 臺灣金融財務季刊

IS - 4

ER -