학위논문(석사) - 한국과학기술원 : 산업및시스템공학과, 2018.2,[ii, 29 p. :]
Implied volatility▼aasymptotics▼aWishart stochastic volatility▼asmall-time behavior▼alarge deviation▼asaddlepoint expansion▼acalibration; 내재 변동성▼a점근근사▼a위샤트 확률 변동성▼a단기간 분석▼a대편차 이론▼a안장점 근사▼a캘리브레이션
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