Browse "Dept. of Mathematical Sciences(수리과학과)" by Subject Variance reduction method▼asimplex▼aHermite polynomial▼aLaplace transform▼ajump diffusion CIR process▼ainsurance▼areinsurance▼aarithmetic Asian option▼aEisenberg-Noe model▼acontagion model
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| (A) new variance reduction, pricing method and model for option and insurance = 옵션 및 보험을 위한 새로운 분산 축소 기법, 가격 계산 방법 및 모형link Park, Jong Jun; Choe, Geon Ho; et al, 한국과학기술원, 2018 |
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