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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/90078


    Title: 外匯選擇權定價模式之實證研究
    Authors: 李宗愷
    Contributors: 林祖嘉
    李宗愷
    Date: 1990
    1989
    Issue Date: 2016-05-03 14:12:59 (UTC+8)
    Reference: 參考文獻
    一、中文部份
    1.于政長,選擇權市場投資與操作策略。
    2.李存修,選擇權系列,新經濟周刊,民國77年。
    3.吳紿東,外匯選擇權及其運用策略之研究,中國國際商業銀行經濟研究處,民國78年。

    二、英文部份
    REFERENCE
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    Chen,D. M. and Welch,R. L. (1989)," The Relative Miss-pricing of American Calls on The CBOE,".
    Cox,J. C. and Ross,S. A.(1976)," The Valuation of Options for Alternative Stochastic Processes,"Journal of Financial Economics,PP145-166.
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    Cox,J. C. and Ross,S. A. and Rubinstein,M. (1979), "Option Pricing :A Simplified Approach," Journal of Financial Economics, PP229-263.
    Cox,J. C. and Rubinstein,M., Options Market. New Jersey: Prentice-Hall,INC,1985.
    Finucane, T. J. (1989), "Black-Scholes Approximatoins of Call Option Prices with Stochastic Volatilities:A Note," Journal of Financial Quantitative Analysis, PP527-533.
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    Levi, Maurice, International Financial : Financial Management and the International Economy.New York:Mcgraw-Hill Book Company,1983.
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    Rubinstein,M. "Displaced Diffusion Option Pricing (1983)," The Journal of Finance, PP213-217.
    Rubinstein,M. (1985)," Noparametric Tests of Alternative Option Pricing Modesl Using All Reported Trades and Quotes on The 30 Most Active CBOE Option Class from August 23 1976 Through August 31 1978" The Journal of Finance, PP455-481.
    Shastri. K. and Tandon, K. (1986) ,"On The Use of European Models to Pricing American Options on Foreign Currency," Journal of Future Market, PP93-108.
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    Description: 碩士
    國立政治大學
    國際經營與貿易學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002005418
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

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