Path-dependent Exotic Options Pricing Approach----Lookback Options
碩士 === 中原大學 === 企業管理學系 === 87 === This research is going to use the Lookback Options of Path-dependent Exotic Options as example. And, here, we are going to choose United Microelectronics Corporation and Cathay Life as the underlying assets. The Analytic Model (closed-form solution), Monte Carlo Sim...
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| Format: | Others |
| Language: | zh-TW |
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1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09780995631839638536 |