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European option pricing with realistic transaction costs and valuation of European option in the market with daily price limit : 실제적인 거래비용을 고려한 유러피안 옵션가격의 결정과 가격제한폭이 있는 시장에서의 유러피안 옵션가격의 결정
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- Authors
- Advisor
- 최형인
- Issue Date
- 1999
- Publisher
- 서울대학교 대학원
- Keywords
- 유러피안 옵션 ; European option ; 효용함수 최적화 ; utility maximization ; impulse 제어 ; impulse control ; Dynamic Programming 원리 ; Dynamic Programming Principle ; 변분부등식 ; variational inequality
- Description
- Thesis (doctoral)--서울대학교 대학원 :수학과,1999.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000072273
https://hdl.handle.net/10371/38761
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