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(The)Malliavin calculus and Monte Carlo estimation of the greeks
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- Authors
- Advisor
- 최형인
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- 말리아빈 미적분 ; Malliavin Calculus ; 몬테 카를로 ; Monte Carlo ; Greek ; Greek ; Barrier 옵션 ; Barrier Option ; Multi-chance 옵션 ; Multi-chance Option
- Description
- Thesis(master`s)--서울대학교 대학원 :수리과학부,2005.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000052687
https://hdl.handle.net/10371/19954
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