查詢結果分析
相關文獻
- Analytical Approximations for American Options: The Binary Power Option Approach
- 美式選擇權的定價--隱含相信模型及美國S&P 100指數選擇權的應用
- 蒙地卡羅模擬法在美式選擇權評價之應用
- A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates
- 天然資源專案投資計畫之評價--動態選擇權模擬法
- 退休金選擇權評價之研究
- The Never-Early-Exercise Condition and Analytical Price Upper Bounds of American Power Call Options
- Enhancing the Computational Efficiency for the Monte-Carlo Simulation Approach
- Pricing Contingent Claims Using the Heath-Jarrow-Morton Term Structure Model and Time-changed Lévy Processes
- Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age
頁籤選單縮合
| 題 名 | Analytical Approximations for American Options: The Binary Power Option Approach=美式選擇權之解析近似:二元乘冪選擇權法 |
|---|---|
| 作 者 | 江彌修; 傅信豪; 黃以達; 駱建陵; 石百達; | 書刊名 | 財務金融學刊 |
| 卷 期 | 26:3 2018.09[民107.09] |
| 頁 次 | 頁91-116 |
| 分類號 | 563.54 |
| 關鍵詞 | 美式選擇權; 二元乘冪選擇權; 提早履約溢酬; American option; Binary power option; Early exercise premium; |
| 語 文 | 英文(English) |