연구동향 분석

금리구조화상품의 가치평가를 위한 Extended LSMC에 관한 연구

성한기 ( Han Ki Seong ) 이상빈 ( Sang Bin Lee ) 2014년

논문상세정보
인용/피인용
' 금리구조화상품의 가치평가를 위한 Extended LSMC에 관한 연구' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • basis function
  • continuationvalue
  • earlyexercise
  • option pricing
  • structurednotes
  • 계속가치
  • 구조화상품
  • 기저함수
  • 옵션 가격 결정
  • 조기행사
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
40 0

0.0%

' 금리구조화상품의 가치평가를 위한 Extended LSMC에 관한 연구' 의 참고문헌

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