The Impact of Resetting Strike Price on Prices and Risks of Quanto Options
碩士 === 國立政治大學 === 國際貿易研究所 === 96 === For the most part, this article combines the quanto option with the multiple-reset put and lookback put. In addition to price and analyze the four specific types of quanto multiple-reset puts and quanto lookback puts, this article also provides a more comprehensi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36910707057114525285 |