Numerical Evaluation of Installment Options
碩士 === 逢甲大學 === 應用數學學系 === 101 === This thesis mainly studies the application of finite difference method to solve Black-Scholes equation for pricing European and American installment options. Wesurveyed the literatures of installment options, and studied their pricing models with the integral solut...
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| Format: | Others |
| Language: | zh-TW |
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2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08860824468053677068 |