Mean-Variance 헤지 전략에 관한 연구 및 적용A study and an application of Mean-Variance Hedging Strategies
- Advisors
- 조훈researcher; Cho, Hoonresearcher
- Description
- 한국과학기술원 : 금융전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2011
- Identifier
- 467550/325007 / 020093980
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융전공, 2011.2, [ ⅴ, 45 p. ]
- Keywords
Mean-Value Process; variance-optimal measure; Mean-Variance Hedging; Mean-Variance 헤지 전략; 동적 계획법; 제곱 헤지 오차
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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