Numerical Pricing of European Call Options in Black-Scholes and Jump-Diffusion Models
碩士 === 東海大學 === 數學系 === 99 === Due to the variaties and complexity of Options in the current market, pricing the Option comes up to be a very difficult task. The common tactic is to discuss the pricing problem under the framework of the phamous Black-Scholes Model (BSM). The drawback of this model...
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| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94895302979386065892 |