Monte Carlo Approaches to Pricing Multi-Asset Options
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 87 === This thesis uses the Monte Carlo Approach to estimate the value of American call options on the maximun of multi-assets. This methodology to price American options with finitely many exercise opportunities simulates the evolution of the underlying ass...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/50357677041146395608 |