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New option valuation and hedging method for the model with stochastic volatility : 확률적 발산을 가진 모델에 대한 새로운 옵션의 가격결정과 헷지방법
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 최형인 | - |
dc.contributor.author | 구혜진 | - |
dc.date.accessioned | 2010-02-22 | - |
dc.date.available | 2010-02-22 | - |
dc.date.copyright | 1997. | - |
dc.date.issued | 1997 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000079831 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/55968 | - |
dc.description | Thesis (doctoral)--서울대학교 대학원 :수학과,1997. | en |
dc.format.extent | 52 p. ; | en |
dc.language.iso | en | en |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | 옵션 | en |
dc.subject | option | en |
dc.subject | 확률적 발산 | en |
dc.subject | stochastic volatility | en |
dc.subject | 헷지 | en |
dc.subject | hedge | en |
dc.subject | 포물형 편미분방정식 | en |
dc.subject | transaction costs | en |
dc.subject | 확률과정방정식 | en |
dc.subject | partial differential equation | en |
dc.title | New option valuation and hedging method for the model with stochastic volatility | en |
dc.title.alternative | 확률적 발산을 가진 모델에 대한 새로운 옵션의 가격결정과 헷지방법 | - |
dc.type | Thesis | - |
dc.contributor.department | 수학과 | - |
dc.description.degree | Doctor | en |
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