Publications

Detailed Information

New option valuation and hedging method for the model with stochastic volatility : 확률적 발산을 가진 모델에 대한 새로운 옵션의 가격결정과 헷지방법

Cited 0 time in Web of Science Cited 0 time in Scopus
Authors

구혜진

Advisor
최형인
Issue Date
1997
Publisher
서울대학교 대학원
Keywords
옵션option확률적 발산stochastic volatility헷지hedge포물형 편미분방정식transaction costs확률과정방정식partial differential equation
Description
Thesis (doctoral)--서울대학교 대학원 :수학과,1997.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000079831

https://hdl.handle.net/10371/55968
Files in This Item:
There are no files associated with this item.
Appears in Collections:

Altmetrics

Item View & Download Count

  • mendeley

Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.

Share