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(The)Pricing and optimal static hedging of options
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최형인 | - |
| dc.contributor.author | 남현아 | - |
| dc.date.accessioned | 2009-12-11T01:55:04Z | - |
| dc.date.available | 2009-12-11T01:55:04Z | - |
| dc.date.copyright | 2005. | - |
| dc.date.issued | 2005 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000052688 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/19867 | - |
| dc.description | Thesis(master`s)--서울대학교 대학원 :수리과학부,2005. | en |
| dc.format.extent | 20 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | 불확실한 변동성 모델 | en |
| dc.subject | Uncertain Volatility Model | en |
| dc.subject | 최적의 정적헤지 | en |
| dc.subject | Opimal static hedging | en |
| dc.subject | 헤지 에러 | en |
| dc.subject | Hedging error | en |
| dc.title | (The)Pricing and optimal static hedging of options | en |
| dc.type | Thesis | - |
| dc.contributor.department | 수리과학부 | - |
| dc.description.degree | Master | en |
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