Numerical of Derivatives - Tree Methods
碩士 === 國立交通大學 === 應用數學系 === 89 === In this paper, we will introduce the European option pricing model developed by Black and Scholes in 1973. At the same time, it can approximate the Black-Scholes formula by many numerical methods, like binomial, trinomial, finite difference, implied tree...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57753269195468415218 |