Pricing the Feasible Trading Regions of CatEPut under Revised Trade-off Theory and the Twin-Tree Structure Model
碩士 === 國立交通大學 === 財務金融研究所 === 107 === This study proposes the Twin-Tree Structure Model to model asset value and price an American-type with the early exercise Catastrophe Equity Put options (CatEPut). In this thesis, we explore the Reference Entity Risk with price endogeneity. Then discuss an addit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/tbv3z7 |