Pricing Parisian Type Options

碩士 === 國立臺灣大學 === 財務金融學研究所 === 91 === A derivative is a financial instrument whose payoff depends on the underlying assets, such as stocks or futures contracts. As the financial market becomes more prosperous, various new derivatives are designed to fulfill the needs of investors. Some...

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Bibliographic Details
Main Authors: Tung Ya-Ching, 童雅靖
Other Authors: Lyuu Yuh-Dauh
Format: Others
Language:en_US
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/29928837010424744412