The presence of several types of transaction costs Option Pricing Problem

Abstract

Related Dissertations

1. American Option Pricing under Stochastic Market Option Model Based on Dividend and Treatment Fees,O211.6
2. Fractional Brown motion under the barrier options and Pricing Options,F830.9
3. Studies on Finite Difference Method of Option Pricing Equation,F830.9
4. Research on Strategic Choice of Corporate Emissions Based on Emissions Trading System,X321
5. Research on Techniches for Mixel Classification of Multispectral Imagery,TP751
6. The Dividend Asian Option Pricing in Fractional Brownian Motion,F830.9
7. The Pricing Analysis of Commercial Mortgages and CMBS,F832.4
8. Study on the Determination of Exchange Ratio of Chinese Listed Corporations’ Exchange Combination,F832.51
9. Transaction Cost Analysis of Transnational M & A in China,F271
10. Dialgebras and Associative Algebras,O153
11. Study on the Pricing of Credit Default Swaps Products,F830.9
12. The Application of the Least-Squares Monte Carlo Methode in Pricing American Options,F830.91
13. A Study on the Pricing of the Equity-linked Structured Financial Products,F224
14. The Numerical Methods of Asian Option Pricing,F224;F832.5
15. Research on the Accounting Measurement of High-Tech Enterprise Human Resources Value,F235
16. An Adjusted Binomial Model for Pricing Asian Options in Diffusion Models,F830.9
17. Features Extraction and Duplicate Pattern Detection of Web Pages,TP393.092
18. Binary tree Structural -type test data generation method research,TP311.52
19. The Risk of Individual Mortgage Research on Perspective of Housing Transaction Costs and Housing Holding Costs,F832.4
20. Interest rate market analysis under the SME Financing,F832.4
21. Valuation for Lookback Options Embedded with Installment Paying,F830.9