Browse

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
김성진
Advisor
최형인
Issue Date
2005
Publisher
서울대학교 대학원
Keywords
아메리칸 옵션American Option몬테카를로 시뮬레이션Monte Carlo Simulation행사영역Exercise 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:
College of Natural Sciences (자연과학대학)Dept. of Mathematical Sciences (수리과학부)Theses (Ph.D. / Sc.D._수리과학부)
  • mendeley

Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.

Browse