Option Pricing and Virtual Asset Model System

碩士 === 國立中山大學 === 應用數學系研究所 === 93 === In the literature, many methods are proposed to value American options. However, due to computational difficulty, there are only approximate solution or numerical method to evaluate American options. It is not easy for general investors either to understand nor...

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Bibliographic Details
Main Authors: Te-hung Cheng, 鄭德鴻
Other Authors: Mei-Hui Guo
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/73599554154459551690