American Option Pricing Under Stochastic Volatility
碩士 === 南台科技大學 === 財務金融系 === 95 === The main objective of this dissertation is to investigate the effectiveness of finite difference method (FDM) for pricing different options under Heston stochastic volatility model (1993). FDM is firstly used for pricing European and American options and its result...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/28373362679470217634 |