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ANDROID APPLICATION FOR PRICING TWO-AND THREE-ASSET EQUITY-LINKED SECURITIES

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dc.contributor.authorJang, Hanbyeol-
dc.contributor.authorHan, Hyunsoo-
dc.contributor.authorPark, Hayeon-
dc.contributor.authorLee, Wonjin-
dc.contributor.authorLyu, Jisang-
dc.contributor.authorPark, Jintae-
dc.contributor.authorKim, Hyundong-
dc.contributor.authorLee, Chaeyoung-
dc.contributor.authorKim, Sangkwon-
dc.contributor.authorChoi, Yongho-
dc.contributor.authorKim, Junseok-
dc.date.accessioned2021-09-01T08:21:45Z-
dc.date.available2021-09-01T08:21:45Z-
dc.date.created2021-06-18-
dc.date.issued2019-09-
dc.identifier.issn1226-9433-
dc.identifier.urihttps://scholar.korea.ac.kr/handle/2021.sw.korea/63427-
dc.description.abstractWe 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.-
dc.languageEnglish-
dc.language.isoen-
dc.publisherKOREAN SOC INDUSTRIAL & APPLIED MATHEMATICS-
dc.subjectMODEL-
dc.titleANDROID APPLICATION FOR PRICING TWO-AND THREE-ASSET EQUITY-LINKED SECURITIES-
dc.typeArticle-
dc.contributor.affiliatedAuthorKim, Junseok-
dc.identifier.doi10.12941/jksiam.2019.23.237-
dc.identifier.wosid000488101300005-
dc.identifier.bibliographicCitationJOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, v.23, no.3, pp.237 - 251-
dc.relation.isPartOfJOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS-
dc.citation.titleJOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS-
dc.citation.volume23-
dc.citation.number3-
dc.citation.startPage237-
dc.citation.endPage251-
dc.type.rimsART-
dc.type.docTypeArticle-
dc.identifier.kciidART002504154-
dc.description.journalClass2-
dc.description.journalRegisteredClasskci-
dc.relation.journalResearchAreaMathematics-
dc.relation.journalWebOfScienceCategoryMathematics, Applied-
dc.subject.keywordPlusMODEL-
dc.subject.keywordAuthorMobile platform-
dc.subject.keywordAuthorMCS-
dc.subject.keywordAuthorELS-
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