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(An)Efficient computational method for the Black-Scholes equation : 블랙-숄즈 방정식의 효과적 계산 방법
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- Authors
- Advisor
- 신동우
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- 옵션 ; Option ; 파생상품 ; derivative ; 쿼사이 몬테까를로 ; quasi-Monte Carlo ; Laplace transform ; 라플라스 변환
- Description
- Thesis(master`s)--서울대학교 대학원 :협동과정 계산과학전공,2007.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045643
https://hdl.handle.net/10371/61066
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