Pricing American-Style Moving-Average Options with Least-Square Monte-Carlo Simulation Approaches

碩士 === 國立臺灣大學 === 財務金融學研究所 === 91 ===

Bibliographic Details
Main Authors: Chin-Hong Wang, 王志鴻
Other Authors: Yuh-Dauh Lyuu
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/95137681650108850239