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(The) Malliavin calculus and computation of greeks
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- Authors
- Advisor
- 최형인
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 말리아빈 미적분 ; Malliavin Calculus ; 그릭 ; Greeks ; 디지털 옵션 ; Digital Option ; 복수 기초자산 ; Multi-Asset
- Description
- Thesis(masters) --서울대학교 대학원 :수리과학부,2008. 2.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040850
https://hdl.handle.net/10371/19958
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