頁籤選單縮合
題名 | The Effects of Volatility Smile on Warrant Hedging and Arbitrage= |
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作者 | Chen,Son-nan; Chen,An-pin; Chang,Camus; |
期刊 | Pan-Pacific Management Review |
出版日期 | 200102 |
卷期 | 4:1 2001.02[民90.02] |
頁次 | 頁55-71 |
分類號 | 563.54 |
語文 | eng |
關鍵詞 | Volatility smile; Implied volatility; Warrant; Hedge; Arbitrage; |