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거래비용을 고려한 옵션 복제 전략의 성과 비교

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Authors

배성식

Advisor
오형식
Issue Date
2005
Publisher
서울대학교 대학원
Keywords
옵션 복제option replication거래 비용transaction costs불연속 거래discrete time transaction동적 헷지dynamic hedge
Description
학위논문(석사)--서울대학교 대학원 :산업공학과,2005.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000050983

https://hdl.handle.net/10371/11774
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