FX Option Pricing – The application of SU Jump Model
碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 102 === Theoretically, Black and Scholes (1973) can be used to price FX options. Camara (2003) proposed Su Normal and Su Jump model to evaluate the pricing of FX options since foreign exchange rate may be discontinued due to the central bank interventions. This th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3bd7zt |