Valuation of multiple-asset discrete barrier options
碩士 === 國立成功大學 === 財務金融研究所 === 90 === ABSTRACT Due to the barrier features, the prices of barrier options are less than standard or vanilla options. Therefore, the barrier options have become very popular products for managing exchange rate risk and are heavily traded on the OTC. In practice, barrie...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70731176694656971614 |