Zobrazeno 1 - 5
of 5
pro vyhledávání: '"向兆"'
Publikováno v:
Rock & Mineral Analysis. Sep2023, Vol. 42 Issue 5, p1052-1061. 10p.
Autor:
Jau-Jie Hsiang, 向兆婕
101
This article documents the risk of different options portfolios under the stop-loss strategy proposed by Leoni (2008). We use the model to fit the call options on the TAIEX, and finding Heston outperforms the B-S model. It means that the und
This article documents the risk of different options portfolios under the stop-loss strategy proposed by Leoni (2008). We use the model to fit the call options on the TAIEX, and finding Heston outperforms the B-S model. It means that the und
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/34280005652344387335
Publikováno v:
Chinese Journal of Inorganic Analytical Chemistry / Zhongguo Wuji Fenxi Huaxue; Jul2024, Vol. 14 Issue 7, p939-944, 6p
Publikováno v:
Journal of Capital Institute of Physical Education; Mar2018, Vol. 30 Issue 2, p100-112, 5p