Publications
Detailed Information
(A)Monte Carlo approach to American options : 아메리칸 옵션의 몬테카를로 접근
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 최형인
- Issue Date
- 2004
- Publisher
- 서울대학교 대학원
- Keywords
- 아메리칸 옵션 ; American Option ; 몬테카를로 시뮬레이션 ; Monte Carlo Simulation ; 행사경계 ; Exercise 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
- Files in This Item:
- There are no files associated with this item.
- Appears in Collections:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.