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pro vyhledávání: '"关旭东"'
Publikováno v:
Journal of Changzhou University (Natural Science Edition) / Changzhou Daxue Xuebao (Ziran Kexue Ban). Nov2024, Vol. 36 Issue 6, p83-89. 7p.
Autor:
關旭東
92
As Black & Scholes model has made many unrealistic assumptions, such as no tax, no transaction costs, no liquidity risk, etc., many scholars started modifying Black & Scholes model’s assumptions to form the stochastic volatility, stochastic
As Black & Scholes model has made many unrealistic assumptions, such as no tax, no transaction costs, no liquidity risk, etc., many scholars started modifying Black & Scholes model’s assumptions to form the stochastic volatility, stochastic
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/45342268013486103181
