학위논문(박사) - 한국과학기술원 : 수리과학과, 2010.2, [ vii, 59 p. ]
산술 브라운 운동; 국면 전환; 내재 변동성; 비가역적 투자; 모델 불확실성; Arithmetic Brownian Motion; Implied Volatility; Regime-switching; Model Uncertainty; Irreversible Investment
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