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"蔡輝煌"

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Institution Date Title Author
東吳大學 2016-07-31 運用台指選擇權交易資料實證隱含波動率偏斜現象之研究與應用 吳牧恩;蔡輝煌;何建明
國立交通大學 2014-12-12T02:07:18Z 延遲障礙之障礙模擬 蔡輝煌; CAI,HUI-HUANG; 李崇仁; LI,CHONG-REN
亞洲大學 2013 股票與選擇權市場的價格操控:以到期日效應為例 Price Manipulations in Stock and Option Markets: Evidence from Expiration Day Effect 蔡輝煌;Tsai, Hui-Huang;吳庭斌;Wu, Ting-Pin
國立臺灣科技大學 2009-11-06 Explaining the Implied Volatility Skew from the Rational Speculation Perspective: Calibration on the Taiwan Stock Index Option Market 蔡輝煌;陳松男
國立臺灣大學 2009 布雷克-休斯與莫頓模型應用與校準之研究 蔡輝煌; Tsai, Hui-Huang

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