Option pricing using a Multinomial Tree Two Assets
碩士 === 國立高雄第一科技大學 === 財務管理所 === 95 === As the development of the international finance, option of a multinomial tree two assets has become more and more important. In order to incorporate with the dramatic variation of the market characteristic, option that catches an asset price from the price in t...
| 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/49661197408592812401 |