The Design and Analysis of Lattice Algorithms forMultivariate Option Pricing Models
博士 === 國立臺灣大學 === 資訊工程學研究所 === 102 === Financial derivatives are financial instruments whose payoff depends on some fundamental financial assets. They are essential tools for speculation and risk-management. For pricing derivatives, analytical formulas are rare for most ones. When this happens, deri...
| 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/94275064470470283703 |