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Heston 모델하에서 파워 옵션들의 가격에 관한 연구Valuation of power options under Heston model
- Alternative Title
- Valuation of power options under Heston model
- Authors
- 문경숙
- Issue Date
- 21-Oct-2007
- Place
- South Korea
KAIST, 대전
- metadata.conference.dc.citation.conferenceName
- 2007년도 대한수학회 정기총회 및 가을연구발표회
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Collections - 경영대학 > 금융수학과 > 2. Conference Papers
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Related Researcher
- Moon, Kyoung Sook
- Business Administration (금융·빅데이터학부)