A Comparison Study on Hedging Methods of Barrier Options
碩士 === 國立高雄大學 === 統計學研究所 === 101 === A comparison study on hedging methods of barrier options is conducted in this article. The hedging performance of several hedging strategies are investigated under the Black-Scholes and GARCH models. An efficient scheme for generating the first hitting time of t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63309393317272021585 |