연구동향 분석

분수브라운운동을 가정한 옵션가격결정모형의 유용성에 관한 연구

강태훈 이명철 2015년

논문상세정보
인용/피인용
' 분수브라운운동을 가정한 옵션가격결정모형의 유용성에 관한 연구' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • blackandscholes(1973)모형
  • huandøksendal(2003)모형
  • 분수브라운운동
  • 옵션가격예측.
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
4 0

0.0%

' 분수브라운운동을 가정한 옵션가격결정모형의 유용성에 관한 연구' 의 참고문헌

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