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碩士 === 國立成功大學 === 財務金融研究所 === 91 === This study examines the valuation of multi-asset discrete barrier option by using recursive integral method and concept of jumping over the barrier price. An accurate solution for the PDE (Partial Differential Equation) requires a fine mesh near the discrete barr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41815613669317321798 |