Pricing Lookback Option ~ Cases of Euro and Japanese Yen
碩士 === 中原大學 === 企業管理研究所 === 93 === The purpose of this study is to pricing lookback option by using the Analytic Model, Monte Carlo Simulation Model, and the Binomial Model. The underlying assets of this investigation were Euro and Japanese Yen. This work explores the advantages and disadvantages of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/17502963099654696160 |