Pricing Forward Start Option ─ Cases of Euro and Japanese Yen
碩士 === 中原大學 === 企業管理研究所 === 91 === Abstract The purpose of this study is to pricing forward start option by using binomial and trinomial model as well as to compare these two models. Furthermore, this work explores the change of parameters on value of start option by adjusting the value of paramet...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32434689591419037386 |