변동성 추정방법의 비교A comparison of the volatility estimation methods

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Advisors
김동석researcherKim, Dong-Sukresearcher
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2001
Identifier
166512/325007 / 000993722
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ iii, 38 p. ]

Keywords

옵션; Volatility; 변동성; option

URI
http://hdl.handle.net/10203/52088
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=166512&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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