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인공 신경망을 이용한 옵션 가격 결정 모형
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- Authors
- Advisor
- 조성준
- Issue Date
- 2003
- Publisher
- 서울대학교 대학원
- Keywords
- KOSPI200 옵션 ; KOSPI200 call option ; Black-Scholes formula ; 블랙-숄즈 모델 ; 인공 신경망 ; Neural Network ; Automatic Relevance Determination ; Bagging
- Description
- 학위논문(석사)--서울대학교 대학원 :산업공학과,2003.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000057615
https://hdl.handle.net/10371/11855
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