Pricing European and American Options with Extrapolation
碩士 === 國立臺灣大學 === 財務金融學研究所 === 91 === This thesis deals with European and American options with tree methods via extrapolation and provides an efficient methodology. Binomial and trinomial trees are widely used in numerical methods for derivatives pricing and applicable across a wide rang...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49682992095375513429 |