추계적 변동성하에서의 옵션 가격 결정 모형에 대한 실증 분석 : KOSPI 200 지수 콜 옵션을 중심으로An empirical performance of the stochastic volatility option : based on KOSPI 200 stock index call options

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Advisors
안창모Ahn, Chang-Mo
Description
한국과학기술원 : 경영공학전공,
Publisher
한국과학기술원
Issue Date
2000
Identifier
158311/325007 / 000983291
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학전공, 2000.2, [ [iii], 39 p. ]

Keywords

가격결정모형; 옵션; 추계적 변동성; Option pricing; Stochastic volatility

URI
http://hdl.handle.net/10203/53031
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158311&flag=dissertation
Appears in Collection
KGSM-Theses_Master(석사논문)
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