Jump-Diffusion Process and General Equilibrium in Pricing Foreign Currency Options
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 안창모 | - |
| dc.date.accessioned | 2013-03-16T17:07:03Z | - |
| dc.date.available | 2013-03-16T17:07:03Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 2001 | - |
| dc.identifier.citation | Com2MaC Workshop on Mathematical and Quantitative Finance, v., no., pp.85 - 116 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/133560 | - |
| dc.language | KOR | - |
| dc.title | Jump-Diffusion Process and General Equilibrium in Pricing Foreign Currency Options | - |
| dc.type | Conference | - |
| dc.type.rims | CONF | - |
| dc.citation.beginningpage | 85 | - |
| dc.citation.endingpage | 116 | - |
| dc.citation.publicationname | Com2MaC Workshop on Mathematical and Quantitative Finance | - |
| dc.identifier.conferencecountry | United States | - |
| dc.identifier.conferencecountry | United States | - |
| dc.contributor.localauthor | 안창모 | - |
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