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Numerical estimation of implied volatility
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- Authors
- Advisor
- 신동우
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 내재 변동성 ; implied volatility ; 블랙숄즈방정식 ; Black-Schole equation ; 뉴턴 메소드 ; newton method ; 파이나이트 볼륨 메소드 ; finite volume method ; 프레쳇미분 ; frechet derivative
- Description
- Thesis(masters) --서울대학교 대학원 :수리과학부,2008. 2.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040852
https://hdl.handle.net/10371/19918
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