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pro vyhledávání: '"Chuan-Fong Lee"'
Autor:
Chuan-Fong Lee, 李權峰
105
In this paper, we use a mixture normal model to analyze the relationship between the stock market and the option market. Observe after adding the implied volatility, whether the volatility of the mixture normal model has an effect and the wa
In this paper, we use a mixture normal model to analyze the relationship between the stock market and the option market. Observe after adding the implied volatility, whether the volatility of the mixture normal model has an effect and the wa
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/ej72vk
