Essays on option pricing models in discrete-time framework이산시간구조 하에서의 옵션가격결정모형에 관한 연구
- Advisors
- Byun, Suk-Joonresearcher; 변석준researcher
- Description
- 한국과학기술원 : 경영공학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2011
- Identifier
- 481801/325007 / 020057198
- Language
- eng
- Description
학위논문(박사) - 한국과학기술원 : 경영공학과, 2011.8, [ viii, 108p ]
- Keywords
Conditional volatility; Option returns; Risk premium; GARCH option pricing models; Non-normality; 비정규성; 조건부 변동성; 옵션 수익률; 위험프리미엄; GARCH 옵션가격결정모형
- Appears in Collection
- KGSM-Theses_Ph.D.(박사논문)
- Files in This Item
- There are no files associated with this item.
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