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.
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/85665543559908323053 |
| id |
ndltd-TW-097CCU05507004 |
|---|---|
| record_format |
oai_dc |
| spelling |
ndltd-TW-097CCU055070042016-05-04T04:25:48Z http://ndltd.ncl.edu.tw/handle/85665543559908323053 Application of Multilevel Lattice method for Option pricing:Two Underlying Assets. 多層次樹狀模型在選擇權定價之應用 Jhih-long Lin 林志龍 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. Chen-Yao Lai 賴振耀 2009 學位論文 ; thesis 43 zh-TW |
| collection |
NDLTD |
| language |
zh-TW |
| format |
Others
|
| sources |
NDLTD |
| description |
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.
|
| author2 |
Chen-Yao Lai |
| author_facet |
Chen-Yao Lai Jhih-long Lin 林志龍 |
| author |
Jhih-long Lin 林志龍 |
| spellingShingle |
Jhih-long Lin 林志龍 Application of Multilevel Lattice method for Option pricing:Two Underlying Assets. |
| author_sort |
Jhih-long Lin |
| title |
Application of Multilevel Lattice method for Option pricing:Two Underlying Assets. |
| title_short |
Application of Multilevel Lattice method for Option pricing:Two Underlying Assets. |
| title_full |
Application of Multilevel Lattice method for Option pricing:Two Underlying Assets. |
| title_fullStr |
Application of Multilevel Lattice method for Option pricing:Two Underlying Assets. |
| title_full_unstemmed |
Application of Multilevel Lattice method for Option pricing:Two Underlying Assets. |
| title_sort |
application of multilevel lattice method for option pricing:two underlying assets. |
| publishDate |
2009 |
| url |
http://ndltd.ncl.edu.tw/handle/85665543559908323053 |
| work_keys_str_mv |
AT jhihlonglin applicationofmultilevellatticemethodforoptionpricingtwounderlyingassets AT línzhìlóng applicationofmultilevellatticemethodforoptionpricingtwounderlyingassets AT jhihlonglin duōcéngcìshùzhuàngmóxíngzàixuǎnzéquándìngjiàzhīyīngyòng AT línzhìlóng duōcéngcìshùzhuàngmóxíngzàixuǎnzéquándìngjiàzhīyīngyòng |
| _version_ |
1718258165927116800 |