The Valuation of Partial Barrier Options- A PDE Approach
碩士 === 國立成功大學 === 財務金融研究所 === 93 === Barrier options are the most popular exotic options and have been extensively traded in markets since 1967. Partial barrier options are the extension of barrier options, and the major difference is that partial barrier options assume the barrier just prevails fo...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/43572447772155999066 |