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題名 | Pricing an Arithmetic Average Reset Option Using the Green Function Method=算術平均重設選擇權之評價--使用格林函數法 |
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作者 | 蕭義龍; 王明隆; 陳家羽; Hsiao, Yi-long; Wang, Andrew Ming-long; Chen, Chia-yu; |
期刊 | Asia Pacific Management Review |
出版日期 | 20130600 |
卷期 | 18:2 2013.06[民102.06] |
頁次 | 頁125-142+a5 |
分類號 | 563.54 |
語文 | eng |
關鍵詞 | 算數平均; 重設選擇權; 格林函數; Reset option; Asian option; Arithmetic average; Green's function; |