Valuation of n-fold Compound Barrier Options with Stochastic Interest Rate
碩士 === 國立成功大學 === 財務金融研究所 === 96 === This paper considers the pricing of n-fold compound options with barriers. It can be applied to financial derivatives with credit risk and real option applications with right to abandon prior to maturity based on compound option theory. According to the correlati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50812614160670741345 |