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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/57571

    Title: 美式路徑相依選擇權---效率定價與避險方法之研究---以向後看選擇權為例;Efficient Approaches for Valuing and Hedging American Path-Dependent Option---The Case of Lookback Options
    Authors: 張傳章;俞明德
    Contributors: 中央大學財務金融學系
    Keywords: 財政(含金融;保險);選擇權;往後看選擇權;複合選擇權;避險策略;投資組合;加速二項式定價法;Option;Lookback option;Compound option;Hedging strategy;Portfolio;Accelerated binomial pricing method
    Date: 1998-09-01
    Issue Date: 2012-10-01 15:38:36 (UTC+8)
    Publisher: 行政院國家科學委員會
    Abstract: 研究期間 8608 ~ 8707
    Relation: 財團法人國家實驗研究院科技政策研究與資訊中心
    Appears in Collections:[財務金融學系] 研究計畫

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