Financial Models for Pricing Reset Options
碩士 === 國立臺灣大學 === 國際企業學研究所 === 88 === The purpose of this thesis is to provide some useful finanical models for pricing reset options. We will start with the most commonly known binomial model. Then, we will go through some other models that can also be used to price reset options. Lastly, we would...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12507504542204087570 |