American Barrier Option
碩士 === 國立臺灣大學 === 數學研究所 === 94 === An American barrier option is an option contract in which the option holder receives an American option or becomes nullified conditional on the underlying stock price touching a barrier level. We use the Feynamn-Kac method to value American options and present anal...
| 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/76029237493536659692 |