Essays in Finance
博士 === 國立臺灣大學 === 國際企業學研究所 === 95 === This thesis has contained two main parts. In the first section, this thesis follows the framework of Klein’s (1996) model to derive the analytical pricing formula for vulnerable American options based on the two-point Geske and Johnson method. The motivation for...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10538874014720956303 |