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American Option Pricing with Dual Approach
쌍대성을 이용한 아메리칸 옵션의 가격 결정

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Authors
이준석
Advisor
최형인
Issue Date
2007
Publisher
서울대학교 대학원
Keywords
아메리칸 옵션American option옵션 가격 결정option pricing몬테카를로 시뮬레이션Monte Carlo simulation
Description
학위논문(석사) --서울대학교 대학원 :수리과학부,2007.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000043417

http://hdl.handle.net/10371/19971
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College of Natural Sciences (자연과학대학)Dept. of Mathematical Sciences (수리과학부)Theses (Master's Degree_수리과학부)
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