Numerical Methods for Pricing Path-Dependent Options
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 88 === With the rapid growth of the financial market, an increasingly large number of sophisticated options are traded in the over-the-counter market to meet clients'' needs. Path-dependent options are such sophisticated options. A reset option is a kind of p...
| 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/53337066816800745803 |