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(A)Monte Carlo approach to American options
아메리칸 옵션의 몬테카를로 접근

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Authors
차영준
Advisor
최형인
Issue Date
2004
Publisher
서울대학교 대학원
Keywords
아메리칸 옵션American Option몬테카를로 시뮬레이션Monte Carlo Simulation행사경계Exercise Boundary
Description
Thesis(doctoral)--서울대학교 대학원 :수리과학부,2004.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000056368

https://hdl.handle.net/10371/19993
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College of Natural Sciences (자연과학대학)Dept. of Mathematical Sciences (수리과학부)Theses (Ph.D. / Sc.D._수리과학부)
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