A Comparison of Binomial Greeks for American Options
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 99 === With the prevalence of financial derivatives, options have turned into the most popular product in major derivatives markets. At present, the American option is relatively common in the market since it can be exercised anytime during its life; hence, it is co...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40633561005066999685 |