Levy feller 분포함수 응용으로부터, KOSPI 지수 수익률 분포함수 도출을 통한 지수 option 가격 책정Calculation of KOSPI index option price from derivation of index return probability distribution using Levy Feller distribution
- Advisors
- 고인규researcher; Koh, In-Gyuresearcher
- Description
- 한국과학기술원 : 물리학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173529/325007 / 020003244
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 물리학과, 2002, [ [ii], 50 p. ]
- Keywords
Levy 분포; AR model; GARCH model; KOSPI index option; Probability distribution; Levy statistics; AR 모형; 확률 분포; 주가지수 옵션; GARCH 모형
- Appears in Collection
- PH-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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