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pro vyhledávání: '"Jau-Jie Hsiang"'
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
