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(The)Pricing and optimal static hedging of options
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- Authors
- Advisor
- 최형인
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- 불확실한 변동성 모델 ; Uncertain Volatility Model ; 최적의 정적헤지 ; Opimal static hedging ; 헤지 에러 ; Hedging error
- Description
- Thesis(master`s)--서울대학교 대학원 :수리과학부,2005.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000052688
https://hdl.handle.net/10371/19867
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