Ajou University repository

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미국형 옵션: 마팅게일 이론에 근거한 수치적 또는 분석적인 방법
  • Lin, Liu
  • 2012-08
  • The Graduate School, Ajou University
Essays on Option Pricing, High-Frequency Trading, and Portfolio Selection with the Capitalist Spirit
  • 조중리
  • 2014-02
  • The Graduate School, Ajou University
Pricing KIKO Option Using Monte Carlo Method and Finite Difference Method
  • 백조
  • 2011-08
  • The Graduate School, Ajou University
Calibrating option price and volatility surface via physics-informed neural network
  • 남상윤
  • 2023-02
  • The Graduate School, Ajou University
Deep learning of optimal exercise boundaries for American options
  • 2024-01-01
  • International Journal of Computer Mathematics
  • Taylor and Francis Ltd.
Deep learning with BSDE for pricing ELS
  • 배우미
  • 2022-08
  • The Graduate School, Ajou University
Option Pricing and Local Volatility Surface by Physics-Informed Neural Network
  • 2024-11-01
  • Computational Economics, Vol.64, pp.3143-3159
  • Springer
확률적 이자율 모형을 이용한 환율 관련 파생상품의 가치평가
  • Kim Juhyun
  • 2016-08
  • The Graduate School, Ajou University
Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models
  • 2024-01-01
  • Computational Economics
  • Springer
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