학위논문(박사) - 한국과학기술원 : 수리과학과, 2015.2 ,[vii, 53p :]
Gaussian term sturucture model; volatility surface calibration; fast swaption pricing; swaption analytics; 스왑션; 캘리브레이션; 프라이싱; 가우시안 모델
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