Numerical Analysis of the Asian Option Pricing - A Case of LME Copper Options
碩士 === 國立交通大學 === 管理學院財務金融學程 === 101 === This thesis is based on the London Metal Exchange copper futures options trading data for the study. The contract is the use of Asian options using quotes, Asian options, not only in the evaluation will be performing at maturity or asset price impact, but wil...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94uu5a |