Optimal Cost Pricing of Derivatives via Lattice Data Searching Method
碩士 === 國立臺北教育大學 === 資訊科學系碩士班 === 101 === Derivatives are popular financial instruments and play essential roles in financial markets, so it is critical to evaluate them efficiently and accurately. In 1973, Black and Scholes arrived at their ground-breaking analytical pricing formula. However, some e...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00548592457995460253 |