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확률 변동성 하에서의 옵션 가치평가 : Heston, Bates, Barndorff-Nielsen-Shephard 모델의 비교 연구

Title
확률 변동성 하에서의 옵션 가치평가 : Heston, Bates, Barndorff-Nielsen-Shephard 모델의 비교 연구
Authors
이재현
Date Issued
2009
Publisher
포항공과대학교
URI
http://postech.dcollection.net/jsp/common/DcLoOrgPer.jsp?sItemId=000001909851
https://oasis.postech.ac.kr/handle/2014.oak/9094
Article Type
Thesis
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