Pricing double barrier option
碩士 === 國立成功大學 === 數學系應用數學碩博士班 === 95 === This study, a boundary element method is designed to deal with double touch barrier options with rebate. That is, a dobule touch barrier call is knocked out when the price reaches the upper or lower barreir before expiration day, but the seller have to pay re...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/57516550309939540038 |