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Valuation of Plain Vanilla Option Prices Under the Geometric Brownian Model and the Merton Jump-diffusion Model with Local Volatility functions using a Markov Chain Approximation
- Authors
- 손영두
- Issue Date
- 4-Nov-2017
- Place
- 대한민국
- Conference Name
- 2017 대한산업공학회 추계학술대회
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Related Researcher
- Son, Young Doo
- College of Engineering (Department of Industrial and Systems Engineering)