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ANDROID APPLICATION FOR PRICING TWO-AND THREE-ASSET EQUITY-LINKED SECURITIES
- Authors
- Jang, Hanbyeol; Han, Hyunsoo; Park, Hayeon; Lee, Wonjin; Lyu, Jisang; Park, Jintae; Kim, Hyundong; Lee, Chaeyoung; Kim, Sangkwon; Choi, Yongho; Kim, Junseok
- Issue Date
- 9월-2019
- Publisher
- KOREAN SOC INDUSTRIAL & APPLIED MATHEMATICS
- Keywords
- Mobile platform; MCS; ELS
- Citation
- JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, v.23, no.3, pp.237 - 251
- Indexed
- KCI
- Volume
- 23
- Number
- 3
- Start Page
- 237
- End Page
- 251
- ISSN
- 1226-9433
- Abstract
- We extend the previous work [J. Korean Soc. Ind. Appl. Math. 21(3) 181] to two-and three-asset equity-linked securities (ELS). In the real finance market, two-or three-asset ELS is more popular than one-asset ELS. Therefore, we need to develop mobile platform for pricing the two-and three-asset ELS. The mobile implementation of the ELS pricing will be very useful in practice.
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