Browse "Graduate School of Finance(금융전문대학원)" by Subject Option▼amodel risk▼aoptimal hedge ratio▼aminimum variance▼adelta hedging
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| 모델 리스크를 조정한 최적 헤지 비율의 KOSPI 200 옵션시장에의 적용 = Model risk adjusted hedge ratios : an application to the KOSPI 200 index option marketlink 이세준; 변석준; Byun, Sukjoon; 강장구; et al, 한국과학기술원, 2018 |
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- 808 Thesis(Master)
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