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논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
ACCURATE AND EFFICIENT COMPUTATIONS FOR THE GREEKS OF EUROPEAN MULTI-ASSET OPTIONS
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2014 .03
An improved binomial method for pricing Asian options
대한수학회논문집
2013 .01
Variable time-stepping hybrid finite difference methods for pricing binary options
대한수학회보
2011 .01
FINITE ELEMENT METHODS FOR THE PRICE AND THE FREE BOUNDARY OF AMERICAN CALL AND PUT OPTIONS
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2008 .12
고성능 솔버 IPSAP을 이용한 다중 옵션 가격 평가
한국산업응용수학회 학술대회 논문집
2011 .05
A COST-EFFECTIVE MODIFICATION OF THE TRINOMIAL METHOD FOR OPTION PRICING
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2011 .03
A survey on American options: old approaches and new trends
대한수학회보
2011 .01
ADAPTIVE TIME-STEPPING HYBRID FINITE DIFFERENCE METHOD FOR PRICING EXOTIC OPTIONS
한국산업응용수학회 학술대회 논문집
2009 .05
PRICING OF POWER OPTIONS UNDER THE REGIME-SWITCHING MODEL
Journal of applied mathematics & informatics
2014 .01
COMPARISON OF NUMERICAL METHODS FOR OPTION PRICING UNDER THE CGMY MODEL
충청수학회지
2016 .01
Discount barrier option pricing with a stochastic interest rate: Mellin transform techniques and method of images
대한수학회논문집
2018 .01
AN OPERATOR SPLITTING METHOD FOR PRICING THE ELS OPTION
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2010 .08
객체지향기반의 옵션가격모델링
한국산업응용수학회 학술대회 논문집
2011 .11
FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2015 .03
ON THE HEDGING PRICES OF EUROPEAN AND AMERICAN OPTION
The Korean journal of computational & applied mathematics, 한국전산응용수학술지 Series A
1999 .01
PATH AVERAGED OPTION VALUE CRITERIA FOR SELECTING BETTER OPTIONS
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2016 .06
Recursive formula for arithmetic Asian option prices
한국산업응용수학회 학술대회 논문집
2012 .11
SIMULATIONS IN OPTION PRICING MODELS APPLIED TO KOSPI200
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2003 .12
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