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논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
An improved binomial method for pricing Asian options
대한수학회논문집
2013 .01
PATH AVERAGED OPTION VALUE CRITERIA FOR SELECTING BETTER OPTIONS
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2016 .06
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
Recursive formula for arithmetic Asian option prices
한국산업응용수학회 학술대회 논문집
2012 .11
USING MATLAB TO PRICE AND ANALYSE OPTIONS
한국산업응용수학회 학술대회 논문집
2006 .11
A survey on American options: old approaches and new trends
대한수학회보
2011 .01
ON THE OPTION VALUATION AND DECOMPOSITION OF EXCHANGE OPTION
The Korean journal of computational & applied mathematics, 한국전산응용수학술지 Series A
2002 .01
Hedging processes for catastrophe options
JKSS(Journal of the Korean Statistical Society)
2012 .01
PRICING OF POWER OPTIONS UNDER THE REGIME-SWITCHING MODEL
Journal of applied mathematics & informatics
2014 .01
HEDGING OPTION PORTFOLIOS WITH TRANSACTION COSTS AND BANDWIDTH
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2000 .12
Discount barrier option pricing with a stochastic interest rate: Mellin transform techniques and method of images
대한수학회논문집
2018 .01
HEDGING OF OPTION IN SHORT-SAMPLING ASSET MODEL : HOFMANN-PLATEN-SCHWEIZER MARTINGALE MODEL
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2006 .06
A COST-EFFECTIVE MODIFICATION OF THE TRINOMIAL METHOD FOR OPTION PRICING
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2011 .03
FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2015 .03
Pricing options with credit risk in a reduced form model
JKSS(Journal of the Korean Statistical Society)
2012 .01
CLOSED-FORM UPPER BOUNDS FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT
한국산업응용수학회 학술대회 논문집
2006 .11
ASYMPTOTIC OPTION PRICING UNDER A PURE JUMP PROCESS
JKSS(Journal of the Korean Statistical Society)
2007 .01
ON THE OPTION PRICES OF EUROPEAN ASIAN ARITHMETICAL OPTION
The Korean journal of computational & applied mathematics, 한국전산응용수학술지 Series A
2000 .01
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