… the general safeguard system. In addition to this sectoral safeguard approach, this thesis
also proposed plans with regard to antidumping and countervailing duty and general safeguard …

… of the FFT method with the martingale control variate method is very useful to … option pricing
method and explain how to use this method to make the martingale control variate method …

… options price evaluation method is the binomial options … price data and thermodynamic
identities to eliminate the constraints collected from assuming other options prices are pricing in a …

… the control variable technique is presented. The theoretical analysis and numerical results
show that this method, with a new control variable, … Option price change for different simulation …

… as the risk-neutral pricing measure. We then present an integro-differential equation whose
solution leads to Asian option prices. Keywords: Asian options; Incomplete markets; Poisson …

… Then we derive the pricing formula of an Asian option with jumps under the minimal
martingale … Now we start to derive the option price Ct,T (K) of (18). By the change of variable …

… 來當作控制變數(Control Variate) 選擇權,以減少奇異式選擇權(Exotic Option) 價格估計值的標準
誤… Option pricing under Lévy processes and GARCH-Lévy processes: An empirical analysis …

… options require lattice method to provide accurate price estimates. But it will be very time-consuming
and difficult when more than one state variable … call options under stochastic interest …

… Given a two-sided matrix-exponential Lévy process, we consider a function of the first exit
of this process from an open set. By a standard result of ODE, the function can be written as a …