The Pricing of Power Options under the GeneralizedBlack-Scholes Model
碩士 === 國立中山大學 === 應用數學系研究所 === 99 === A closed-form pricing formula of European options is obtained by Fischer Black and Myron Scholes (1973). In such a European option, the payoff depends `linearly'' on the underlying asset price at the expiration time. An power option has a payof...
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| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33542906004673746475 |