Currency Option Pricing under Extended Normal Distribution and Stochastic Interest Rates
碩士 === 國立成功大學 === 財務金融研究所 === 96 === In this thesis, we have constructed a model to price currency options. It contributes to releasing two assumptions the Black-Scholes’ (1973) model makes. One of them is that the log price of an asset doesn’t follow a normal distribution any more, the other is the...
| 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/17600671304943531530 |