Project title
一般隨機過程下利用靜態法避險與評價美式選擇權
Internal ID
NSC96-2416-H-002-051-MY2
Principal Investigator
Start Date
August 1, 2008
End Date
July 31, 2009
Partner Organizations
一般隨機過程下利用靜態法避險與評價美式選擇權
Keywords
靜態避險
一般型美式選擇權
美式障礙選擇權
履約邊界
避險表現
static hedging
plain vanilla American options
American barrier options
early exercise boundary
hedge performance