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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
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 손영두 | - |
| dc.date.accessioned | 2024-10-30T19:04:16Z | - |
| dc.date.available | 2024-10-30T19:04:16Z | - |
| dc.date.issued | 2017-11-04 | - |
| dc.identifier.uri | https://scholarworks.dongguk.edu/handle/sw.dongguk/53523 | - |
| dc.title | 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 | - |
| dc.type | Conference | - |
| dc.citation.startPage | 1 | - |
| dc.citation.endPage | 1 | - |
| dc.citation.conferenceName | 2017 대한산업공학회 추계학술대회 | - |
| dc.citation.conferencePlace | 대한민국 | - |
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Related Researcher
- Son, Young Doo
- College of Engineering (Department of Industrial and Systems Engineering)