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.National Taiwan University / 國立臺灣大學
Project / 研究計畫
美式選擇權的緊緻上下界
美式選擇權的緊緻上下界
Details
Primary Data
Project title
美式選擇權的緊緻上下界
Internal ID
98-2410-H-002-082-
Principal Investigator
JR-YAN WANG
Start Date
August 1, 2009
End Date
July 31, 2010
Partner Organizations
National Science and Technology Council
Description
Keywords
美式選擇權評價
選擇權上下界
提早執行邊界
American option pricing
upper and lower bounds for options
early exercise boundary