Game Option Valuation Model
碩士 === 國立臺灣大學 === 國際企業學研究所 === 93 === In Kifer (2000), a new derivative security called game option was introduced. Game option, also called Israeli option, is a contract which enables both its holder (buyer) and writer (seller) to stop it at any time before expiration. That is, its buyer can exerci...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/58102480004394598125 |