불완전 시장에서 동적합성 전략의 유용성에 관한 연구 = The study on the usefulness of dynamic replication strategy in imperfect markets

Advisors
안창모researcherAhn, Chang-Moresearcher
Publisher
한국과학기술원
Issue Date
1999
Identifier
151307/325007 / 000973603
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ vi, 52 p. ]

Keywords

옵션합성; 동적헤징; 불완전시장; Imperfect markets; Option replication; Dynamic hedging

URI
http://hdl.handle.net/10203/54201
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151307&flag=t
Appears in Collection
KGSM-Theses_Master(석사논문)
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