The Pricing of Forward-starting Asian Options and its Application
碩士 === 國立臺灣大學 === 財務金融學系 === 85 === Asian options whose payoff depends not only possibly on the priceat expirationof the underlying asset, but also on the average price experienced by the underlying asset during some portion of the option''s lif...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26276863605236012227 |