A Comparsion of Numerical Pricing Mthods for Average Options
碩士 === 國立中山大學 === 財務管理學系研究所 === 91 === In this thesis, we survey some popular pricing methods of average options. They can be classified into three cateogries include approximation, Monte Carlo, and binomial tree approaches. We examine the accuracy of these methods by two cases, exchange rate and st...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07902251972441137229 |