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American Option Pricing with Dual Approach : 쌍대성을 이용한 아메리칸 옵션의 가격 결정
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최형인 | - |
| dc.contributor.author | 이준석 | - |
| dc.date.accessioned | 2009-12-11T04:16:35Z | - |
| dc.date.available | 2009-12-11T04:16:35Z | - |
| dc.date.copyright | 2007. | - |
| dc.date.issued | 2007 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000043417 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/19971 | - |
| dc.description | 학위논문(석사) --서울대학교 대학원 :수리과학부,2007. | en |
| dc.format.extent | 17 p. | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | 아메리칸 옵션 | en |
| dc.subject | American option | en |
| dc.subject | 옵션 가격 결정 | en |
| dc.subject | option pricing | en |
| dc.subject | 몬테카를로 시뮬레이션 | en |
| dc.subject | Monte Carlo simulation | en |
| dc.title | American Option Pricing with Dual Approach | en |
| dc.title.alternative | 쌍대성을 이용한 아메리칸 옵션의 가격 결정 | en |
| dc.type | Thesis | - |
| dc.contributor.department | 수리과학부 | - |
| dc.description.degree | Master | en |
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