Extending Tree Structure and Its Application in Contingent Claims’ Pricing and Empirical Phenomena Analyses
博士 === 國立交通大學 === 財務金融研究所 === 104 === This study contains two applications on contingent claims’ valuation using the tree method. The first application is the evaluation of the variable annuity products associated with a guaranteed minimum withdral benefit (GMWB) and a guaranteed lifelong withdrawal...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34d54d |