Pricing for Futures Contract & Futures Options with Basis risk
碩士 === 國立高雄第一科技大學 === 財務管理所 === 93 === This article uses the Brownian Bridge method in pricing the European-style futures options & futures. Futures options are different with other ordinary options. The difference between futures options & ordinary options is that underlying futures prices...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97622036593108108920 |