Convergence in the Binomial Model for European Barrier Options
碩士 === 國立臺灣大學 === 數學研究所 === 96 === Barrier options have four types: up-and-in, up-and-out, down-and-in and down-and-out. Barrier options also distinguish between call and put, American and European. In this paper, how to price and discuss the convergence of European barrier options is our goal....
| 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/00741591645018910613 |