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합리적 내재분포를 이용한 KOSPI200 옵션시장 변동성 연구
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- Authors
- Advisor
- 오형식
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 위험중립확률분포 ; Risk Neutral Density ; 내재확률분포 ; Implied Probability Distribution ; 내재변동성함수 ; Implied volatility function ; 모멘트관계 ; Moment relationship ; Peso Problem ; Peso Problem ; 만기익일옵션평가 ; Option pricing after expiration date
- Description
- 학위논문(석사) --서울대학교 대학원 :산업공학과,2008.8.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000042140
https://hdl.handle.net/10371/11703
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