Numerical Evaluation of Path-Dependent Options
碩士 === 逢甲大學 === 應用數學所 === 95 === This paper discusses the pricing methods of European-style path- dependent option. we divided path-dependent option into barrier option , lookback option , asian option. These three options’ price depended on the value of the underlying assets of the historical price...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71730791606163747548 |