The Valuation of American Options on Single Asset and Multiple Assets
博士 === 國立政治大學 === 應用數學研究所 === 96 === In the past three decades, a great deal of effort has been made on solving the free boundary problem (FBP) arising from American option valuation problems. In this dissertation, we show that the solutions, the price and the free boundary, of this FBP are increasi...
| 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/39262757314762855312 |