Pricing of Barrier Option ─ Using GARCH Option Pricing Model
碩士 === 世新大學 === 財務金融學系 === 92 === Warrant is a kind of option. The call warrant have been sold in Taiwan in 1997. We also trade stock option after January 1st.2003. Because of trading option, we can expect that exotic option will be an important product in the market of Taiwan. Generally...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05072525095887761139 |