Pricing Parisian Options: Combinatorics, Simulation, and Parallel Processing
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 96 === Financial engineering and financial innovation flourished in last decades. We have developed many new financial products to provide hedge instruments for risk management, and promoted market efficiency and completeness. The pricing problems of this financial fie...
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37004534166375153625 |