American options pricing and Interpolation
碩士 === 國立臺灣大學 === 財務金融學研究所 === 92 === Abstract Pricing European and American options accurately and efficiently has been a main concern in many studies. Although the closed-form solution of the European option has already been derived by Fischer Black, Myron Scholes, and Robert Merton and efficient...
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/y63ry6 |