The expected value of barrier option
碩士 === 國立成功大學 === 數學系應用數學碩博士班 === 98 === This thesis mainly expects that compares with the expected value of barrier option t and the stock price to be the standard of investment. This thesis uses one barrier option that is up and out to be the condition of bounded integral and uses boundary elemen...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06821544804045854742 |