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American Option Pricing with Dual Approach : 쌍대성을 이용한 아메리칸 옵션의 가격 결정
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- Authors
- Advisor
- 최형인
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- 아메리칸 옵션 ; American option ; 옵션 가격 결정 ; option pricing ; 몬테카를로 시뮬레이션 ; Monte Carlo simulation
- Description
- 학위논문(석사) --서울대학교 대학원 :수리과학부,2007.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000043417
https://hdl.handle.net/10371/19971
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