Application of Multilevel Lattice method for Option pricing:Two Underlying Assets.

碩士 === 國立中正大學 === 應用數學研究所 === 97 === Application of Multilevel Lattice method for Option pricing:Two Underlying Assets.

Bibliographic Details
Main Authors: Jhih-long Lin, 林志龍
Other Authors: Chen-Yao Lai
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/85665543559908323053