BINOMIAL METHOD FOR PRICING PARISIAN AND PARASIAN OPTIONS
Parisian and ParAsian options are becoming more popular, mainly due to the reduced cost to hold one of these options when compared to holding a standard option. Parisian and ParAsian options are path-dependent options whose payoff depend on time that the underlying asset’s price has spent over a...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/21882 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Institut Teknologi Bandung |
| 語言: | Indonesia |