Canonical Valuation of Weather Options
碩士 === 國立暨南國際大學 === 財務金融學系 === 99 === Canonical valuation is a nonparametric method for valuing European options proposed by Stutzer (1996). The advantages of this method are more easily calculated and more efficiency. Previous studies argued that the valuing weather options is hard, or is based on...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68205462838586543985 |