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Time-varying pricing kernel : KOSPI200 지수 옵션 시장에서의 Pricing Kernel 변화에 대한 실증연구
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- Authors
- Advisor
- 김정욱
- Major
- 경영학과
- Issue Date
- 2011-02
- Publisher
- 서울대학교 대학원
- Keywords
- Pricing Kernel ; 옵션 ; 위험회피도 ; 확률적 변동성 ; Option ; Risk Aversion ; Stochastic Volatility
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 경영학과, 2011.2. 김정욱.
- Language
- eng
- URI
- https://hdl.handle.net/10371/156965
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029477
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