학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2020.2,[iii, 31 p. :]
최소분산 델타▼a델타 헤지▼a내재변동성 변화 기대함수▼a인공신경망▼a코스피200 옵션; Minimum variance delta▼aDelta hedge▼aExpectation function of implied volatility change▼aArtificial Neural Network▼aKOSPI200 Options
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