Pricing Discrete Double Barrier Options
碩士 === 國立臺北大學 === 統計學系 === 100 === Barrier option is one of the Exotic options which are very popular in the market. Differ from other simple options, barrier option is continuous time and path depend. The payoff of a barrier option depends on whether or not a specified asset price, index, or rate r...
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71851582171630969486 |