Application Normal Distribution Building Multinomial Tree of Option Pricing Model
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 98 === Because the system events occurs frequently in the finance market, our study attempts to build a new option pricing model including the risk of price movement to increase correction of pricing option. Many studies focus on pricing option by Monte Carlo and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70331226253035617653 |