Investigate Implied Correlation By Heston Model - Using Basket Options
碩士 === 南台科技大學 === 財務金融系 === 99 === As the popularity of basket options continues to rise over the past years, the accurate pricing method for basket options has been of interest to academic researchers and practitioners. Basket options are multi-factor options which belong to exotic options. They ar...
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| Format: | Others |
| Language: | zh-TW |
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88286903062775192310 |