Monte Carlo Valuation of American Options
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 98 === Most traded options are American style, and the most special here is that both call options and put options have the characteristics of early exercise. It also relatively makes the evaluation of American options more difficult. In the past, we can only use Mo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66262666570971452736 |