Pricing Asian Options

碩士 === 國立臺灣大學 === 資訊工程學研究所 === 87 === With the rapid growth of economies, many financial institutions bring new financial commodities. These commodities have many different functions. Asian option is one such example. Asian option is used to reduce the sig...

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Bibliographic Details
Main Authors: Min-Cheng Sun, 孫民承
Other Authors: Yuh-Dauh Lyuu
Format: Others
Language:en_US
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/18396547801208784531