학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2020.8,[iii, 33 p. :]
변동성 조정 델타▼a델타 헤징▼a내재변동성 패턴(스티키룰)▼a마코프 스위칭 모델▼a머신러닝; Volatility Skew Adjustment Delta▼aDelta hedging▼aSticky Rule▼aMarkov-Switching Model▼aMachine-Learning
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