臺指選擇權波動率微笑決定因子之研究

Yih-Wen Shyu, 溫恩孝, 李進生, Sou-Shan Wu

Research output: Contribution to journal › Journal Article › peer-review

Cite this

@article{04606596abb34b91bbf4b1d8fe52b1f1,

title = "臺指選擇權波動率微笑決定因子之研究",

keywords = "Implied volatility, Option pricing, Volatility smile, 波動率微笑, 選擇權評價, 隱含波動率",

author = "Yih-Wen Shyu and 恩孝溫 and 進生李 and Sou-Shan Wu",

year = "2008",

language = "繁體中文",

volume = "1",

pages = "1--31",

journal = "期貨與選擇權學刊",

issn = "2410-8146",

number = "1",

}

TY - JOUR

T1 - 臺指選擇權波動率微笑決定因子之研究

AU - Shyu, Yih-Wen

AU - 溫, 恩孝

AU - 李, 進生

AU - Wu, Sou-Shan

PY - 2008

Y1 - 2008

KW - Implied volatility

KW - Option pricing

KW - Volatility smile

KW - 波動率微笑

KW - 選擇權評價

KW - 隱含波動率

M3 - 文章

SN - 2410-8146

VL - 1

SP - 1

EP - 31

JO - 期貨與選擇權學刊

JF - 期貨與選擇權學刊

IS - 1

ER -