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Valuation and hedging under jump-diffusion process : 점프-디퓨젼 프로세스아래에서의 가격결정과 헷징전략
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최형인 | - |
| dc.contributor.author | 송선범 | - |
| dc.date.accessioned | 2009-12-11T02:34:43Z | - |
| dc.date.available | 2009-12-11T02:34:43Z | - |
| dc.date.copyright | 2005. | - |
| dc.date.issued | 2005 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000050694 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/19936 | - |
| dc.description | Thesis(master`s)--서울대학교 대학원 :수리과학부,2005. | en |
| dc.format.extent | 23 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | 점프-디퓨젼 프로세스 | en |
| dc.subject | Jump-diffusion process | en |
| dc.subject | 컴파운드 뽀아송 프로세스 | en |
| dc.subject | Compound Poisson process | en |
| dc.subject | 레비 프로세스 | en |
| dc.subject | Levy process | en |
| dc.subject | 델타 헷징 | en |
| dc.subject | Delta hedging | en |
| dc.title | Valuation and hedging under jump-diffusion process | en |
| dc.title.alternative | 점프-디퓨젼 프로세스아래에서의 가격결정과 헷징전략 | en |
| dc.type | Thesis | - |
| dc.contributor.department | 수리과학부 | - |
| dc.description.degree | Master | en |
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