المؤلفون: Junhwa Ban, Hosam Ki

المصدر: Journal of Derivatives and Quantitative Studies. 13:53-76

مصطلحات موضوعية: Multivariate statistics, Mathematical optimization, Covariance matrix, Computer science, Basket option, Computation, Numerical analysis, Principal component analysis, Numerical integration

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::0e7452ee54e68faf78157e917c835d48
https://doi.org/10.1108/jdqs-01-2005-b0003

المؤلفون: Junhwa Ban, Hyeong In Choi, Hyejin Ku

المصدر: Applied Mathematical Finance. 7:61-74

مصطلحات موضوعية: Transaction cost, Microeconomics, Financial economics, Applied Mathematics, Arbitrage pricing theory, Economics, Fundamental theorem of asset pricing, Arbitrage, Rational pricing, Finance, Valuation (finance), Index arbitrage

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::f8e6e22bbc8a03f39481c0a2e36915ff
https://doi.org/10.1080/135048600450293

المؤلفون: Ban, Junhwa; Choi, Hyeong In; Ku, Hyejin

المصدر: Applied mathematical finance : Abingdon, vol 7, issue 1, pg. 61-74. 2000