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유한차분법을 이용한 다중 기초자산 주가연계증권의 가격 결정 : The Valuation of a Multi-Asset Equity Linked Security Using Finite Diffrence Method

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Authors

이인범

Advisor
장우진
Major
산업공학과
Issue Date
2011-02
Publisher
서울대학교 대학원
Keywords
주가연계증권유한차분법OSMELSFDMpricing
Description
학위논문 (석사)-- 서울대학교 대학원 : 산업공학과, 2011.2. 장우진.
Language
kor
URI
https://hdl.handle.net/10371/157838

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