Project title
探討各種二項樹模型計算避險參數之效率性及收斂速度
Internal ID
98-2410-H-002-097-
Principal Investigator
Start Date
August 1, 2009
End Date
July 31, 2010
Partner Organizations
探討各種二項樹模型計算避險參數之效率性及收斂速度
Keywords
二項樹模型
避險參數
收斂速度
Binomial Models
Greeks
Rate of Convergence