JER, 第 1 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 1996 |
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第 1 到 3 筆結果,共 18 筆
第 83 頁
... options were examined . The result showed that the higher the volatility , the longer the maturity , the shorter the distance between two barriers , the more the option value . 1. Introduction Ratchet options are options whose strike ...
... options were examined . The result showed that the higher the volatility , the longer the maturity , the shorter the distance between two barriers , the more the option value . 1. Introduction Ratchet options are options whose strike ...
第 89 頁
... options , the shorter the distance between barriers , the higher the probability of being converted into options with more favorable strike prices . H2 = 50 ( Table 1 ) The value of Pricing of Ratchet Options 89.
... options , the shorter the distance between barriers , the higher the probability of being converted into options with more favorable strike prices . H2 = 50 ( Table 1 ) The value of Pricing of Ratchet Options 89.
第 92 頁
... options . In addition , we made analysis of ratchet options , showing that volatility , maturity and distance between barriers affect option values . Reference Boyle , P. , and S.H , Lau , “ Bumping up against barrier with the Binomial ...
... options . In addition , we made analysis of ratchet options , showing that volatility , maturity and distance between barriers affect option values . Reference Boyle , P. , and S.H , Lau , “ Bumping up against barrier with the Binomial ...