A Pricing Model of Fuzzy Rainbow Options

碩士 === 國立雲林科技大學 === 資訊管理系碩士班 === 94 === Financial products have been weeding through the old to bring forth the new, the two-asset or more than two-asset options which are called rainbow options will be instead of one-asset options because they have much flexibilities to support more diversified inv...

Full description

Bibliographic Details
Main Authors: Deng-Fong Liao, 廖登豐
Other Authors: Chien-Feng Huang
Format: Others
Language:en_US
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/65614462951172349446