Pricing Parisian Type Options
碩士 === 國立臺灣大學 === 財務金融學研究所 === 91 === A derivative is a financial instrument whose payoff depends on the underlying assets, such as stocks or futures contracts. As the financial market becomes more prosperous, various new derivatives are designed to fulfill the needs of investors. Some...
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/29928837010424744412 |