On the Construction and Complexity of Bivariate Lattices
博士 === 國立臺灣大學 === 資訊工程學研究所 === 99 === Derivatives are popular financial instruments whose values depend on other more fundamental financial assets (called the underlying assets). As they play essential roles in financial markets, evaluating them efficiently and accurately is critical. In 1973, Black...
Main Authors: | Chuan-Ju Wang, 王釧茹 |
---|---|
Other Authors: | 呂育道 |
Format: | Others |
Language: | en_US |
Published: |
2011
|
Online Access: | http://ndltd.ncl.edu.tw/handle/66706022118681442778 |
Similar Items
-
On Bivariate Lattices for On Bivariate Lattices for Stochastic-Volatility Option Pricing Models
by: Hui-Hsiang Chiu, et al.
Published: (2012) -
Surface diffusion of particles over bivariate trap lattices
by: Tarasenko, Alexander, et al.
Published: (2015) -
Surface diffusion of particles over the bivariate trap lattices
by: Tarasenko, Alexander, et al.
Published: (2015) -
On Bivariate Lattices for Option Pricing under Stochastic Volatility Models
by: Chia-Ting Huang, et al.
Published: (2010) -
Valuing Default and Prepayment Options in Mortgages: No-Arbitrage Bivariate Lattice and Its Applications
by: Huei-Hung Huang, et al.
Published: (2001)