The Pricing and Hedging of Parisian Options
碩士 === 國立臺灣大學 === 財務金融學研究所 === 88 === A Parisian option is the derivative of barrier options. The difference between Parisian options and barrier options is：the knock-in or knock-out feature is triggered if the price of underlying asset remains continuously beyond the barrier for a pre-sp...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/15546535887427757451 |