S-Space College of Natural Sciences (자연과학대학) Dept. of Mathematical Sciences (수리과학부) Theses (Master's Degree_수리과학부)
Application of Homomorpic Encryption in Black-Scholes Equation
블랙숄츠 방정식에서 동형암호이론의 적용
- 자연과학대학 수리과학부
- Issue Date
- 서울대학교 대학원
- 학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2014. 8. 이기암.
- This paper propose the method that is the calculation for price of option to apply a fully homomorphic encryption.
In chapter 1,we provide a brief introduction about how to apply that information.
In chapter 2, we describe a typical option pricing model which is the Black-Scholes equation and derive its solution.
In chapter 3, we introduce CRT-based FHE  published at Seoul National University, and BGV algorithm that used in the design of HElib.
Finally, In chapter 4, we show that the results of calculated by modifying
c++ code of  implementd NTL written by Dr. Lee Hyung-Tae (Nanyang Technological University). And we discuss to improve ways.