Pricing foreign barrier option with Boundary Element Method
碩士 === 國立成功大學 === 數學系應用數學碩博士班 === 95 === This study mainly improves the boundary element method on pricing a continuous type foreign double knock-out barrier option. That is, there are upper and lower barrier prices in this option. The double barrier option is knock-out, if the underlying foreign cu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60551910567524412729 |