Essays on option pricing models in discrete-time framework이산시간구조 하에서의 옵션가격결정모형에 관한 연구
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Byun, Suk-Joon | - |
| dc.contributor.advisor | 변석준 | - |
| dc.contributor.author | Min, Byung-sun | - |
| dc.contributor.author | 민병선 | - |
| dc.date.accessioned | 2011-12-27T04:22:11Z | - |
| dc.date.available | 2011-12-27T04:22:11Z | - |
| dc.date.issued | 2011 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=481801&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53545 | - |
| dc.description | 학위논문(박사) - 한국과학기술원 : 경영공학과, 2011.8, [ viii, 108p ] | - |
| dc.language | eng | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Conditional volatility | - |
| dc.subject | Option returns | - |
| dc.subject | Risk premium | - |
| dc.subject | GARCH option pricing models | - |
| dc.subject | Non-normality | - |
| dc.subject | 비정규성 | - |
| dc.subject | 조건부 변동성 | - |
| dc.subject | 옵션 수익률 | - |
| dc.subject | 위험프리미엄 | - |
| dc.subject | GARCH 옵션가격결정모형 | - |
| dc.title | Essays on option pricing models in discrete-time framework | - |
| dc.title.alternative | 이산시간구조 하에서의 옵션가격결정모형에 관한 연구 | - |
| dc.type | Thesis(Ph.D) | - |
| dc.identifier.CNRN | 481801/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학과, | - |
| dc.identifier.uid | 020057198 | - |
| dc.contributor.localauthor | Byun, Suk-Joon | - |
| dc.contributor.localauthor | 변석준 | - |
- Appears in Collection
- KGSM-Theses_Ph.D.(박사논문)
- Files in This Item
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.