The pricing, hedging and application of path-dependent options
碩士 === 國立臺灣大學 === 財務金融學研究所 === 90 === The pricing and hedging of path-dependent options (PDOs) is very complex. However, PDOs is most used in the financial derivatives markets. The study is based on the Frequency Distribution Method (FDM, see Neave and Slavinsky, The Journal of Derivatives, Spring...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77601901930196955060 |