Simulation and Empirical Study of Trinomial Black- Scholes Option Pricing Method
碩士 === 銘傳大學 === 財務金融學系碩士班 === 92 === This article proposes the Trinomial Black-Scholes (TBS) Option Pricing Method, which graft BS(1973) on Ritchken and Trevor(RT,1999) trinomial method. In order to test its performance, firstly we conduct a numerical simulation by using the parameter val...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58921770171661566536 |