Computing the optimal early exercise boundary and the premium for American put options.
Tang, Sze Ki = 計算美式賣權的最優提早履約邊界及期權金 / 鄧思麒. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. === Includes bibliographical references (leaves 96-102). === Abstracts in English and Chinese. === Tang, Sze Ki = Ji suan Mei shi mai quan de zui you ti zao lu yue bian jie ji qi quan jin / Deng Si...
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| Format: | Others |
| Language: | English Chinese |
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2010
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| Online Access: | http://library.cuhk.edu.hk/record=b5894314 http://repository.lib.cuhk.edu.hk/en/item/cuhk-327049 |