Option pricing theory using Mellin transforms
碩士 === 國立中山大學 === 應用數學系研究所 === 98 === Option is an asymmetric contract between two parties with future payoff derived from the price of underlying asset. Methods of pricing di erent types of options under more or less general assumptions have been extensively studied since the Nobel price winning w...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08519769256060348246 |