Pricing and hedging American options in incomplete markets

Title	Pricing and hedging American options in incomplete markets
Creator	Liu, Ming Long 劉明郎
Contributor	應數系
Key Words	Pricing; Options markets; Hedging; United States of America
Date	2009
Date Issued	15-Dec-2015 16:39:50 (UTC+8)
Relation	Journal of Modelling in Management, 4(1), 72 - 82
Type	article
DOI	http://dx.doi.org/10.1108/17465660910943766

dc.contributor	應數系
dc.creator (作者)	Liu, Ming Long
dc.creator (作者)	劉明郎	zh_TW
dc.date (日期)	2009
dc.date.accessioned	15-Dec-2015 16:39:50 (UTC+8)	-
dc.date.available	15-Dec-2015 16:39:50 (UTC+8)	-
dc.date.issued (上傳時間)	15-Dec-2015 16:39:50 (UTC+8)	-
dc.identifier.uri (URI)	http://nccur.lib.nccu.edu.tw/handle/140.119/79658	-
dc.format.extent	180677 bytes	-
dc.format.mimetype	application/pdf	-
dc.relation (關聯)	Journal of Modelling in Management, 4(1), 72 - 82
dc.subject (關鍵詞)	Pricing; Options markets; Hedging; United States of America
dc.title (題名)	Pricing and hedging American options in incomplete markets
dc.type (資料類型)	article
dc.identifier.doi (DOI)	10.1108/17465660910943766
dc.doi.uri (DOI)	http://dx.doi.org/10.1108/17465660910943766