The Valuation of Employee Reload Options with Stochastic Interest Rates
碩士 === 國立中央大學 === 財務金融研究所 === 94 === In the previous published literature, there are several methods for pricing employee reload options. All of them assume that the interest rate is constant. However, maturity of employee reload options is always longer than that of financial options in practice....
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27465340729163458931 |