Accumulator or "I-kill-you-later": analytical pricing and sensitivity tests of occupation time derivatives.
Cheng, Ping. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. === Includes bibliographical references (p. 91-96). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 1.1 --- Background --- p.1 === Chapter 1.1.1 --- Accumulator in a Nutshell --- p.1...
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| Format: | Others |
| Language: | English Chinese |
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2010
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| Online Access: | http://library.cuhk.edu.hk/record=b5894497 http://repository.lib.cuhk.edu.hk/en/item/cuhk-327248 |