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Browse "College of Business(경영대학)" by Subject Option Pricing▼aNon-parametric Method▼aMachine Learning▼aSupport Vector Regression▼aXGBoost

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기계학습 기반 비모수적 옵션 가격 평가 모형의 코스피200 지수 옵션에 대한 적용 = Application of non-parametric option pricing model based on machine learning for KOSPI200 index optionlink

임헌세; 변석준; et al, 한국과학기술원, 2020

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