Pricing Vulnerable Asian Options with the Correlated Credit Risk under Jump-diffusion Process

碩士 === 國立成功大學 === 財務金融研究所碩士在職專班 === 107

Bibliographic Details
Main Authors: Wan-ChuChang, 張椀筑
Other Authors: Yu-Hong Liu
Format: Others
Language:en_US
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/92ptnb