A Pricing Model of Fuzzy Path Dependent Option: Options on Extrema, Limit Risk Options and Partial Lookback Options as Examples
碩士 === 國立雲林科技大學 === 資訊管理系碩士班 === 101 === Black and Scholes proposed the European option pricing model as a closed form solution which can calculate the option price directly in 1973. The B-S model can also be used in lookback option with assuming the parameters as constant value. However, riskless i...
| 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/68639642235357188244 |