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Valuation of Power Options under Heston's Stochastic Volatility Model
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 문경숙 | - |
| dc.date.available | 2020-04-24T18:44:04Z | - |
| dc.date.issued | 2008-06-27 | - |
| dc.identifier.uri | https://scholarworks.bwise.kr/gachon/handle/2020.sw.gachon/35307 | - |
| dc.title | Valuation of Power Options under Heston's Stochastic Volatility Model | - |
| dc.title.alternative | Valuation of Power Options under Heston's Stochastic Volatility Model | - |
| dc.type | Conference | - |
| dc.citation.conferenceName | The 5th Conference of Asia-Pacific Association of Derivatives | - |
| dc.citation.conferencePlace | South Korea | - |
| dc.citation.conferencePlace | Westin Chosun Hotel, Busan, Korea | - |
| dc.citation.endPage | 12 | - |
| dc.citation.startPage | 12 | - |
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Related Researcher
- Moon, Kyoung Sook
- Business Administration (금융·빅데이터학부)