| dc.contributor | 應數系 | en_US |
| dc.creator (作者) | 李明融 | zh_TW |
| dc.creator (作者) | Li, Meng-Rong | en_US |
| dc.creator (作者) | Lee, Yong-Hsiuan | en_US |
| dc.creator (作者) | Chiang Lin, Tsung-Jui | en_US |
| dc.date (日期) | 2014.04 | en_US |
| dc.date.accessioned | 13-Jun-2014 16:55:17 (UTC+8) | - |
| dc.date.available | 13-Jun-2014 16:55:17 (UTC+8) | - |
| dc.date.issued (上傳時間) | 13-Jun-2014 16:55:17 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/66700 | - |
| dc.description.abstract (摘要) | In this study we treat TXO price as a dynamic system which changes over time and characterize it by differential equations. Our goal is to construct a model more suitable for TXO. We use ―Parabola Approximation‖ proposed by Li et al. (2011) to solve the differential equations and try to find the model which fits our data the most. Empirical study shows the model used all produce accurate estimates of TXO prices. | en_US |
| dc.format.extent | 346141 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Mathematical and Computational Applications, 19(1), 78-92 | en_US |
| dc.subject (關鍵詞) | Differential Equation; Dynamic System; Parabola Approximation; Options; TXO; B-S Model | en_US |
| dc.title (題名) | TAIEX index option model by using nonlinear differential equation | en_US |
| dc.type (資料類型) | article | en |
