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

DC Field Value Language
dc.contributor.advisor최형인-
dc.contributor.author차영준-
dc.date.accessioned2009-12-11T04:35:18Z-
dc.date.available2009-12-11T04:35:18Z-
dc.date.copyright2004.-
dc.date.issued2004-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000056368eng
dc.identifier.urihttps://hdl.handle.net/10371/19993-
dc.descriptionThesis(doctoral)--서울대학교 대학원 :수리과학부,2004.en
dc.format.extentⅶ, 49 leavesen
dc.language.isoen-
dc.publisher서울대학교 대학원en
dc.subject아메리칸 옵션en
dc.subjectAmerican Optionen
dc.subject몬테카를로 시뮬레이션en
dc.subjectMonte Carlo Simulationen
dc.subject행사경계en
dc.subjectExercise Boundaryen
dc.title(A)Monte Carlo approach to American optionsen
dc.title.alternative아메리칸 옵션의 몬테카를로 접근en
dc.typeThesis-
dc.contributor.department수리과학부-
dc.description.degreeDoctoren
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