| DC 欄位 |
值 |
語言 |
| DC.contributor | 數學系 | zh_TW |
| DC.creator | 盧楓旻 | zh_TW |
| DC.creator | Feng-Ming Ru | en_US |
| dc.date.accessioned | 2001-7-9T07:39:07Z | |
| dc.date.available | 2001-7-9T07:39:07Z | |
| dc.date.issued | 2001 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN= 87221002 | |
| dc.contributor.department | 數學系 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 在第一節中，我們得到了含有一次跳躍的亞式選擇權的封閉解。在第二節中，我們建立了含有Poisson跳躍的亞式選擇權與二階微分方程的關係；並且我們也得到了含有多重跳躍的亞式選擇權的計價方法。 | zh_TW |
| dc.description.abstract | relation between a second order differential equation and the Asian option with Poisson-jump. At last we also develope a formula of
pricing the Asian option with multi-jump. | en_US |
| DC.subject | 不完整市場 | zh_TW |
| DC.subject | 亞洲選擇權 | zh_TW |
| DC.subject | 馬可夫過程 | zh_TW |
| DC.subject | Incomplete market | en_US |
| DC.subject | asian option | en_US |
| DC.subject | Markov process | en_US |
| DC.title | 不完整市場的亞洲選擇權 | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.title | Incomplete market Asian options | en_US |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |