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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 values in RT(1...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/83s9vc |