Pricing two-asset discrete barrier option with integral method
碩士 === 國立成功大學 === 數學系應用數學碩博士班 === 94 === The barrier option is one of the exotic options widely adopted in the present market. When it comes to the continuous barrier option, the pricing model has been well and completely developed. As for the discrete barrier option, there is no precise numerical s...
| 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/32941394361466427246 |