A Modified AMM Method for OptionPricing

碩士 === 國立中正大學 === 應用數學研究所 === 94 === This thesis will be proposed how to let it honour an agreement and present at the price in the better position of the thinnest net of AMM, and test the precision whether this kind of optimization tactics can promote AMM method . In addition, in the AMM methods of...

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Bibliographic Details
Main Authors: Yun-ting Chi, 紀昀廷
Other Authors: Chen-yao Lai
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/89301184971925764069