The Pricing Model of Taiwanese Gold Option with the Short-Rate Model
碩士 === 國立虎尾科技大學 === 財務金融系碩士班 === 104 === According to the underlying asset of Taiwanese Gold Option (TGO), the TGO price will encounter currency risk. It means that the payoff function is similar as Quanto option. Generally speaking, the stochastic process of Quanto option’s underlying asset is...
| 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/6qm4h3 |