Financial Derivatives Pricing and Hedging - A Dynamic Semiparametric Approach
博士 === 國立中山大學 === 應用數學系研究所 === 96 === A dynamic semiparametric pricing method is proposed for financial derivatives including European and American type options and convertible bonds. The proposed method is an iterative procedure which uses nonparametric regression to approximate derivative values a...
| 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/yuh4k2 |