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(The)Malliavin calculus and Monte Carlo estimation of the greeks
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 최형인 | - |
dc.contributor.author | 정두섭 | - |
dc.date.accessioned | 2009-12-11T04:06:42Z | - |
dc.date.available | 2009-12-11T04:06:42Z | - |
dc.date.copyright | 2005. | - |
dc.date.issued | 2005 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000052687 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/19954 | - |
dc.description | Thesis(master`s)--서울대학교 대학원 :수리과학부,2005. | en |
dc.format.extent | iii, 51 leaves | en |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | 말리아빈 미적분 | en |
dc.subject | Malliavin Calculus | en |
dc.subject | 몬테 카를로 | en |
dc.subject | Monte Carlo | en |
dc.subject | Greek | en |
dc.subject | Greek | en |
dc.subject | Barrier 옵션 | en |
dc.subject | Barrier Option | en |
dc.subject | Multi-chance 옵션 | en |
dc.subject | Multi-chance Option | en |
dc.title | (The)Malliavin calculus and Monte Carlo estimation of the greeks | en |
dc.type | Thesis | - |
dc.contributor.department | 수리과학부 | - |
dc.description.degree | Master | en |
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