Barrier Option Pricing with Model Averaging Methods under Local Volatility Models
- Title
- Barrier Option Pricing with Model Averaging Methods under Local Volatility Models
- Authors
- 김남형; 이재욱; 정규환; 김경옥
- Date Issued
- 2009-12-15
- Publisher
- APIEMS
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/43637
- Article Type
- Conference
- Citation
- Asia Pacific Industrial Engineering & Management Systems Conference, 2009-12-15
- Files in This Item:
- There are no files associated with this item.
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