## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The priceβdiscovery ability of the Taiwan Top 50 Tracker Fund, an exchangeβtraded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum
β¦ LIBER β¦
On the Validity of the Wiener Process Assumption in Option Pricing Models: Contradictory Evidence from Taiwan
β Scribed by Gili Yen; Eva C. Yen
- Book ID
- 110261717
- Publisher
- Springer US
- Year
- 1999
- Tongue
- English
- Weight
- 78 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0924-865X
No coin nor oath required. For personal study only.
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