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(A)Monte Carlo approach to American options : 아메리칸 옵션의 몬테카를로 접근
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 최형인 | - |
dc.contributor.author | 차영준 | - |
dc.date.accessioned | 2009-12-11T04:35:18Z | - |
dc.date.available | 2009-12-11T04:35:18Z | - |
dc.date.copyright | 2004. | - |
dc.date.issued | 2004 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000056368 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/19993 | - |
dc.description | Thesis(doctoral)--서울대학교 대학원 :수리과학부,2004. | en |
dc.format.extent | ⅶ, 49 leaves | en |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | 아메리칸 옵션 | en |
dc.subject | American Option | en |
dc.subject | 몬테카를로 시뮬레이션 | en |
dc.subject | Monte Carlo Simulation | en |
dc.subject | 행사경계 | en |
dc.subject | Exercise Boundary | en |
dc.title | (A)Monte Carlo approach to American options | en |
dc.title.alternative | 아메리칸 옵션의 몬테카를로 접근 | en |
dc.type | Thesis | - |
dc.contributor.department | 수리과학부 | - |
dc.description.degree | Doctor | en |
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