Using two dimensions implicit finite difference methods in American exchange options pricing
碩士 === 國立高雄第一科技大學 === 金融營運所 === 94 === Abstract This essay used implicit finite difference methods which was included in numerical methods for pricing American exchange options. There were five main parts in our essay. First of all, we tried to deduce three kinds of Black-Scholes-Merton differential...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93298706252543102864 |