Pricing Vulnerable Options in Incomplete Markets
博士 === 國立臺灣大學 === 國際企業學研究所 === 91 === THESIS ABSTRACT GRADUATE INSTITUTE OF INTERNATIONAL BUSINESS NATIONAL TAIWAN UNIVERSITY NAME：YUHONG LIU MONTH / YEAR：JUNE, 2003 This thesis has two main parts. The first constructs a model and derives a formula for...
| 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/10269999449922386448 |