Liquidity of financial options on GARCH option pricing in AMEX option market
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
LLC "CPC "Business Perspectives"
2017-03-01
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Series: | Banks and Bank Systems |
Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5057/BBS_en_2013_01_Huang.pdf |
_version_ | 1811270611736985600 |
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author | Han-Ching Huang Yong-Chern Su Kai-Ming Cheng |
author_facet | Han-Ching Huang Yong-Chern Su Kai-Ming Cheng |
author_sort | Han-Ching Huang |
collection | DOAJ |
first_indexed | 2024-04-12T22:05:11Z |
format | Article |
id | doaj.art-6e31e342201d4ffbac15b1b8c696dff7 |
institution | Directory Open Access Journal |
issn | 1816-7403 1991-7074 |
language | English |
last_indexed | 2024-04-12T22:05:11Z |
publishDate | 2017-03-01 |
publisher | LLC "CPC "Business Perspectives" |
record_format | Article |
series | Banks and Bank Systems |
spelling | doaj.art-6e31e342201d4ffbac15b1b8c696dff72022-12-22T03:14:59ZengLLC "CPC "Business Perspectives"Banks and Bank Systems1816-74031991-70742017-03-01815057Liquidity of financial options on GARCH option pricing in AMEX option marketHan-Ching HuangYong-Chern SuKai-Ming Chenghttps://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5057/BBS_en_2013_01_Huang.pdf |
spellingShingle | Han-Ching Huang Yong-Chern Su Kai-Ming Cheng Liquidity of financial options on GARCH option pricing in AMEX option market Banks and Bank Systems |
title | Liquidity of financial options on GARCH option pricing in AMEX option market |
title_full | Liquidity of financial options on GARCH option pricing in AMEX option market |
title_fullStr | Liquidity of financial options on GARCH option pricing in AMEX option market |
title_full_unstemmed | Liquidity of financial options on GARCH option pricing in AMEX option market |
title_short | Liquidity of financial options on GARCH option pricing in AMEX option market |
title_sort | liquidity of financial options on garch option pricing in amex option market |
url | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5057/BBS_en_2013_01_Huang.pdf |
work_keys_str_mv | AT hanchinghuang liquidityoffinancialoptionsongarchoptionpricinginamexoptionmarket AT yongchernsu liquidityoffinancialoptionsongarchoptionpricinginamexoptionmarket AT kaimingcheng liquidityoffinancialoptionsongarchoptionpricinginamexoptionmarket |