The pricing model of two color rainbow options-Copula Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === After Black-Scholes advert to the option pricing theory, it has a great contribution to the advance of option；speed up all kinds of Exotic Options, one of it is Rainbow Options. Rainbow Options are their underlying assets which are not only one stock, but it may...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97244573916504822279 |