The Application of Control Variate Technique Using Flexible Binomial Model in Option Pricing
碩士 === 義守大學 === 財務金融學系 === 92 === Using flexible binomial model can improve the disadvantage of binomial model that it fluctuates in a sawtooth pattern, and converges smoothly. However, the flexible binomial model is computationally inefficient; the control variate technique can be used to improve t...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84753147425076710510 |