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Application of Homomorpic Encryption in Black-Scholes Equation
블랙숄츠 방정식에서 동형암호이론의 적용

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Authors
권민우
Advisor
이기암
Major
자연과학대학 수리과학부
Issue Date
2014-08
Publisher
서울대학교 대학원
Keywords
black-scholesoptionhomomorphic encryption
Description
학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2014. 8. 이기암.
Abstract
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 [8] published at Seoul National University, and BGV algorithm[7] that used in the design of HElib.
Finally, In chapter 4, we show that the results of calculated by modifying
c++ code of [8] implementd NTL written by Dr. Lee Hyung-Tae (Nanyang Technological University). And we discuss to improve ways.
Language
English
URI
https://hdl.handle.net/10371/131489
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College of Natural Sciences (자연과학대학)Dept. of Mathematical Sciences (수리과학부)Theses (Master's Degree_수리과학부)
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