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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
- 제목
- 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
- 저자
- 손영두
- 발행일
- 2017-11-04
- 학회명
- 2017 대한산업공학회 추계학술대회
- 개최국가
- 대한민국