The Pricing Model of the Discrete Barrier Options
碩士 === 國立成功大學 === 工業管理學系 === 89 === Most models for pricing barrier options assume continuous monitoring of the barrier; under this assumption, the option can often be priced in closed form. Many real contracts with barrier provisions specify discrete monitoring instants; there are essentially no cl...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98016041122422395202 |