불완전 시장에서 동적합성 전략의 유용성에 관한 연구The study on the usefulness of dynamic replication strategy in imperfect markets
- Advisors
- 안창모; Ahn, Chang-Mo
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1999
- Identifier
- 151307/325007 / 000973603
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ vi, 52 p. ]
- Keywords
옵션합성; 동적헤징; 불완전시장; Imperfect markets; Option replication; Dynamic hedging
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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