Arithmetic average option 가격결정모형 및 사례에 관한 실증연구An empirical study on valuation models of arithmetic average options and their case studies
- Advisors
- 변석준researcher; Byun, Suk-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238616/325007 / 020023805
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ vi, 58 p. ]
- Keywords
기하평균옵션; 산술평균옵션; 아시안옵션; GEOMETIRIC AVERAGE OPTION; ASIAN OPTION; ARITHMETIC AVERAGE OPTION
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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