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題 名 | Forward-Price Method for Pricing Contingent Claims under Interest Rate, FX and Equity Risks=利率、匯率及價格風險下遠期價格樹狀模型 |
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作 者 | 王昭文; 廖四郎; | 書刊名 | 財務金融學刊 |
卷 期 | 13:2 民94.08 |
頁 次 | 頁29-70 |
分類號 | 562.12 |
關鍵詞 | 美式選擇權; 遠期價格樹狀模型; 隱含即期資產價格樹狀模型; American-style contingent claims; Forward-price trees; The implied binomial or trinomial spot-price trees; |
語 文 | 英文(English) |