Pricing Analysis on American Put Warrants
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 100 === This study compares pricing models of the SVSI (Stochastic Volatility and Stochastic Interest) and DVDI (Deterministic Volatility and Deterministic Interest). For numerical analysis, the result shows that the pricing error of SVSI is smaller than the error of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58993129531897291611 |