학위논문(박사) - 한국과학기술원 : 수리과학과, 2008.2, [ vii, 47 p. ]
옵션가격결정; 확률적 변동성; option valuation; stochastic volatility; regime-switching; Multivariate contingent claim; 옵션가격결정; 확률적 변동성; option valuation; stochastic volatility; regime-switching; Multivariate contingent claim
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