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인공 신경망을 이용한 옵션 가격 결정 모형

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Authors

정세희

Advisor
조성준
Issue Date
2003
Publisher
서울대학교 대학원
Keywords
KOSPI200 옵션KOSPI200 call optionBlack-Scholes formula블랙-숄즈 모델인공 신경망Neural NetworkAutomatic Relevance DeterminationBagging
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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