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(The) Malliavin calculus and computation of greeks
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최형인 | - |
| dc.contributor.author | 오태형 | - |
| dc.date.accessioned | 2009-12-11T04:08:27Z | - |
| dc.date.available | 2009-12-11T04:08:27Z | - |
| dc.date.copyright | 2008. | - |
| dc.date.issued | 2008 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040850 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/19958 | - |
| dc.description | Thesis(masters) --서울대학교 대학원 :수리과학부,2008. 2. | en |
| dc.format.extent | ii, 15 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | 말리아빈 미적분 | en |
| dc.subject | Malliavin Calculus | en |
| dc.subject | 그릭 | en |
| dc.subject | Greeks | en |
| dc.subject | 디지털 옵션 | en |
| dc.subject | Digital Option | en |
| dc.subject | 복수 기초자산 | en |
| dc.subject | Multi-Asset | en |
| dc.title | (The) Malliavin calculus and computation of greeks | en |
| dc.type | Thesis | - |
| dc.contributor.department | 수리과학부 | - |
| dc.description.degree | Master | en |
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