Browse

(An)Efficient computational method for the Black-Scholes equation
블랙-숄즈 방정식의 효과적 계산 방법

Cited 0 time in Web of Science Cited 0 time in Scopus
Authors
이효섭
Advisor
신동우
Issue Date
2007
Publisher
서울대학교 대학원
Keywords
옵션Option파생상품derivative쿼사이 몬테까를로quasi-Monte CarloLaplace transform라플라스 변환
Description
Thesis(master`s)--서울대학교 대학원 :협동과정 계산과학전공,2007.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045643

https://hdl.handle.net/10371/61066
Files in This Item:
There are no files associated with this item.
Appears in Collections:
College of Natural Sciences (자연과학대학)Program in Computational Science and Technology (협동과정-계산과학전공)Theses (Master's Degree_협동과정-계산과학전공)
  • mendeley

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

Browse