| 標題: | Levy模型下無限期美式選擇權的定價 Pricing Perpetual American Options in a Levy Model |
| 作者: | 許元春 SHEU YUAN-CHUNG 國立交通大學應用數學系（所） |
| 公開日期: | 2013 |
| 官方說明文件#: | NSC102-2115-M009-003 |
| URI: | http://hdl.handle.net/11536/90094 https://www.grb.gov.tw/search/planDetail?id=3101476&docId=419358 |
| Appears in Collections: | Research Plans |
- Free boundary problems and perpetual American strangles / Chang, Ming-Chi;Sheu, Yuan-Chung
- A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps / Chen, Yu-Ting;Sheu, Yuan-Chung
- Pricing American Asian options with higher moments in the underlying distribution / Lo, Keno-Hsin;Wang, Kehluh;Hsu, Ming-Feng
- An exact subexponential-time lattice algorithm for Asian options / Dai, Tian-Shyr;Lyuu, Yuh-Dauh
- 雙邊最佳停止問題和永續美式勒式選擇權 / 張明淇;許元春
- Pricing European Asian options with skewness and kurtosis in the underlying distribution / Lo, Keng-Hsin;Wang, Kehluh;Hsu, Ming-Feng
- 馬可夫過程離開問題及應用 / 許元春;SHEU YUAN-CHUNG
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