Browse "College of Natural Sciences(자연과학대학)" by Subject Brownian motion▼aExact simulation scheme▼aBoundary hitting time▼aPath-dependent derivatives▼aGreeks▼aLocal correlation model
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| Quantitative approaches to modelling and simulation in some problems of mathematical financelink Lee, Taeho; Kang, Wanmo; et al, 2021 |
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