The Pricing of Continuous Two-Asset Barrier Option with Boundary Integral Method
碩士 === 國立成功大學 === 數學系應用數學碩博士班 === 94 === In study, a boundary integral method is designed to evaluation barrier option. The parabolic PDE（Partial Differential Equation）is transformed into a linear homogeneous equation, then the boundary integral representation is derived. A two dimensional numerical...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40639391442613366608 |