원문정보
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목차
Abstract
I. Introduction
II. Alternative Option Pricing Models
1. The Black-Scholes Model
2. Heston's Stochastic Volatility Model
3. Jarrow-Rudd's Model and Approximating Call Price
III. Monte Carlo simulation
1. The Design of Simulation
2. The Results of Monte Carlo Simulation
IV. Conclusion
References
I. Introduction
II. Alternative Option Pricing Models
1. The Black-Scholes Model
2. Heston's Stochastic Volatility Model
3. Jarrow-Rudd's Model and Approximating Call Price
III. Monte Carlo simulation
1. The Design of Simulation
2. The Results of Monte Carlo Simulation
IV. Conclusion
References
저자정보
참고문헌
자료제공 : 네이버학술정보