Boundary element method for American option pricing
碩士 === 國立成功大學 === 數學系應用數學碩博士班 === 95 === In this text, the boundary element method is designed to pricing the American call option with dividend yield. The early exercise problem of the American option is a free boundary problem. The boundary of this problem must be obtained by numerical method....
| 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/44176862496897171193 |