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題名:Pricing Exotic Options
書刊名:興國學報
作者:楊世芳
作者(外文):Yang, Shih-fang
出版日期:2007
卷期:7
頁次:頁161-172
主題關鍵詞:Compound put optionsReset put optionsNumeraireGirsanov's theorem選擇權利率
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:17
期刊論文
1.Gray, S. F.、Whaley, R. E.(1997)。Valuing bear market reset warrants with a periodic reset。Journal of Derivatives,5(1),99-106。  new window
2.Geske, Robert、Johnson, Herbert E.(1984)。The Valuation of Corporate Liabilities as Compound Options: A Correction。Journal of Financial and Quantitative Analysis,19(2),231-232。  new window
3.Carr, P.(1988)。The valuation of sequential exchange opportunities。Journal of Finance,43(5),1235-1256。  new window
4.Elettra, A.、Rossella, A.(2003)。A generalization of the Geske formula for compound options。Mathematical Social Sciences,45,75-82。  new window
5.LI, S. J.、LI, S. H.(2006)。A generalization of exotic options pricing formulae。Journal of Zhejiang University SCIENCE A,7(4),584-590。  new window
6.Nelken, I.(1998)。Reassessing the reset。Risk,1998(Oct.),36-39。  new window
7.Cheng, W. Y.、Zhang, S.(2000)。The analytics of reset options。Journal of Derivatives,8(1),59-71。  new window
8.Gray, S. F.、Whaley, R. E.(1999)。Reset Put Options: Valuation, Risk, Characteristics, and an Application。Australian Journal Management,24(1),1-20。  new window
9.Geske, Robert(1979)。The Valuation of Compound Options。The Journal of Financial Economics,7(1),63-81。  new window
10.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
圖書
1.Myers, Stewart C.、Brealey, Richard A.(1991)。Principles of Corporate Finance。McGrow-Hill。  new window
2.Musiela, M.、Rutkowski, M.(1997)。Martingal method in financial modeling。Berlin:Heidelberg:Springer-Verlag。  new window
3.Pliska, Stanley R.(1997)。Introduction to Mathematical Finance: Discrete Time Models。Oxford:Blackwell Publishers Inc.。  new window
4.Trigeorgis, Lenos(1996)。Real Options: Managerial Flexibility and Strategy in Resource Allocation。The MIT Press。  new window
 
 
 
 
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