Pricing of Cross Currency Moving Average Exchange Options
碩士 === 輔仁大學 === 金融研究所 === 97 === Cross Currency Moving Average Exchange Options are a kind of exotic options which exchanges one domestic asset to another foreign asset at their average price when the holder exercises. Although they are just the mixture of some classic and heavily traded options suc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35863611425698533983 |