The Methods of Monte Carlo And Finite Difference Apply To The Passport Option
碩士 === 靜宜大學 === 應用數學研究所 === 92 === A passport option is an option with payoff determined by the balance of a trading account, which insures against cumulative losses resulting from repeated trading activities. The strategy that account follows is chosen by the option holder, it allows the holder to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4d769g |