Two Essays on American Options Pricing
博士 === 國立臺灣科技大學 === 財務金融研究所 === 100 === This thesis contains two essays on American options. The first essay proposes a forward Monte Carlo method for the pricing of American options. The main advantage of this method is that it does not use backward induction as required by other methods. Instead,...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98850573187051255799 |