Publications
Detailed Information
Approximation to optimal exercise regions of American options using Monte Carlo simulation : 몬테카를로 시뮬레이션을 이용한 아메리칸 옵션의 최적 행사영역에 대한 근사
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 최형인
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- 아메리칸 옵션 ; American Option ; 몬테카를로 시뮬레이션 ; Monte Carlo Simulation ; 행사영역 ; Exercise Region
- Description
- 학위논문(박사)--서울대학교 대학원 :수리과학부,2005.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000052156
https://hdl.handle.net/10371/19852
- Files in This Item:
- There are no files associated with this item.
- Appears in Collections:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.