Analytic Formula for Pricing Asian Options with Stochastic Volatility
碩士 === 東吳大學 === 商用數學系 === 94 === Asian options are one of the most popular exotic options that traded extensively in the currency and interest rate derivatives markets. The traditional methods, such as Monte Carlo simulations, tree methods, etc., that were used for pricing Asian options are complex...
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89467757986048360843 |