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ANDROID APPLICATION FOR PRICING TWO-AND THREE-ASSET EQUITY-LINKED SECURITIES
- Jang, Hanbyeol;
- Han, Hyunsoo;
- Park, Hayeon;
- Lee, Wonjin;
- Lyu, Jisang;
- ... Kim, Junseok;
- 외 5명
Citations
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2초록
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.
키워드
Mobile platform; MCS; ELS; MODEL
- 제목
- ANDROID APPLICATION FOR PRICING TWO-AND THREE-ASSET EQUITY-LINKED SECURITIES
- 저자
- Jang, Hanbyeol; Han, Hyunsoo; Park, Hayeon; Lee, Wonjin; Lyu, Jisang; Park, Jintae; Kim, Hyundong; Lee, Chaeyoung; Kim, Sangkwon; Choi, Yongho; Kim, Junseok
- 발행일
- 2019-09
- 유형
- Article
- 권
- 23
- 호
- 3
- 페이지
- 237 ~ 251