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거래비용을 고려한 옵션 복제 전략의 성과 비교
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- Authors
- Advisor
- 오형식
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- 옵션 복제 ; option replication ; 거래 비용 ; transaction costs ; 불연속 거래 ; discrete time transaction ; 동적 헷지 ; dynamic 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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