Pricing Discrete Barrier Options Under A Jump-Diffusion Model
碩士 === 國立臺灣大學 === 財務金融學研究所 === 94 === The payoff of a barrier option depends on whether a specified underlying asset price crosses a specified level (called a barrier) during the life of the option. Most models for pricing barrier options assume continuous monitoring of the barrier. However, in prac...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09019957088054409141 |