Efficient algorithms for geometric-average-trigger reset options
Date Issued
2003
Date
2003
Author(s)
Chen, I-Yuan
DOI
20060927122849117830
Abstract
A derivative(or derivative security) is a financial instrument whose value depends on the value of other, more basic underlying variables, such as bonds or stocks. A stock option is a right to buy or sell a stock by a certain date for a certain price. The price in the contract is known as the exercise price or strike price; the date in the contract is known as the expiration date or maturity.
Publisher
臺北市:國立臺灣大學資訊工程學系
Type
report
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Name
thesis_r89075.pdf
Size
232.39 KB
Format
Adobe PDF
Checksum
(MD5):c20dab8b083b7273055801e59f4831c9
