Importance and stratified sampling for option pricing중요도 추출과 층화 추출을 이용한 옵션 가격 결정
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Choe, Geon-Ho | - |
| dc.contributor.advisor | 최건호 | - |
| dc.contributor.author | Na, Young-Hoon | - |
| dc.contributor.author | 나영훈 | - |
| dc.date.accessioned | 2013-09-12T02:33:29Z | - |
| dc.date.available | 2013-09-12T02:33:29Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=487404&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181601 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 수리과학과, 2012.2, [ iv, 22 p ] | - |
| dc.language | eng | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | importance sampling | - |
| dc.subject | stratified sampling | - |
| dc.subject | option pricing | - |
| dc.subject | 중요도 추출 | - |
| dc.subject | 층화 추출 | - |
| dc.subject | 옵션 가격 | - |
| dc.subject | 몬테 카를로 | - |
| dc.subject | Monte Carlo | - |
| dc.title | Importance and stratified sampling for option pricing | - |
| dc.title.alternative | 중요도 추출과 층화 추출을 이용한 옵션 가격 결정 | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 487404/325007 | - |
| dc.description.department | 한국과학기술원 : 수리과학과, | - |
| dc.identifier.uid | 020103212 | - |
| dc.contributor.localauthor | Choe, Geon-Ho | - |
| dc.contributor.localauthor | 최건호 | - |
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- MA-Theses_Master(석사논문)
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