Pricing shout options with stochastic volatility
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 101 === Shout options are European options that the buyer can decide when executing options before maturity. We take the put option as an example, at the end of the life of the option, the buyer receives either the usual payoff from a European option, that the strik...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22032378192902606199 |