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A Modified Approach to Double Barrier Option with Terminal Value : 기초 자산의 만기 가격을 이용한, 더블배리어 옵션의 수정된 가격결정방법
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- Authors
- Advisor
- 최형인
- Issue Date
- 2010
- Publisher
- 서울대학교 대학원
- Keywords
- 더블 배리어 ; Double Barrier ; 리플랙션 원리 ; Reflection Principle ; 만기가치 ; Terminal Value ; 이색옵션 ; Exotic Option.
- Description
- Thesis(masters) --서울대학교 대학원 :수리과학부,2010.2.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000033067
https://hdl.handle.net/10371/65309
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