Pricing American-Style Trend options
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 96 === Trend derivatives are exotic options whose payoffs are connected to the trend of the underlying asset price on specific dates. Since the trend option is still young and unknownto people, studies focusing on American-style trend options remain absent. This thesi...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/35779813181522539091 |