Importance and stratified sampling for option pricing중요도 추출과 층화 추출을 이용한 옵션 가격 결정
- Advisors
- Choe, Geon-Horesearcher; 최건호
- Description
- 한국과학기술원 : 수리과학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2012
- Identifier
- 487404/325007 / 020103212
- Language
- eng
- Description
학위논문(석사) - 한국과학기술원 : 수리과학과, 2012.2, [ iv, 22 p ]
- Keywords
importance sampling; stratified sampling; option pricing; 중요도 추출; 층화 추출; 옵션 가격; 몬테 카를로; Monte Carlo
- Appears in Collection
- MA-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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