MOBILE PLATFORM FOR PRICING OF EQUITY-LINKED SECURITIES

Jian, W; Ban, J; Han, J; Lee, S; Jeong, D

Jian, W (reprint author), Korea Univ, Dept Math, Seoul 02841, South Korea.

JOURNAL OF THE KOREA SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, 2017; 21 (3): 181

Abstract

In this paper, we develop a mobile platform for pricing equity linked securities(ELS) using Monte Carlo simulation. Mobile phone or smartphone is an i......

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