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Two-asset icicled alternating barrier 옵션과 이를 이용한 상품의 가격결정Pricing two-asset alternating barrier options with icicles and their variations

Alternative Title
Pricing two-asset alternating barrier options with icicles and their variations
Authors
Seongjoo Song
Issue Date
22-2월-2019
Publisher
한국보험학회
Citation
2018년도 한국보험학회 동계학술대회
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/14582
Conference Name
2018년도 한국보험학회 동계학술대회
Place
KO
천안 교보생명 연수원
Conference Date
2019-02-21
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College of Political Science & Economics > Department of Statistics > 2. Conference Papers

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Song, Seongjoo
정경대학 (통계학과)
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