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http://dx.doi.org/10.12941/jksiam.2017.21.181

MOBILE PLATFORM FOR PRICING OF EQUITY-LINKED SECURITIES  

JIAN, WANG (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY)
BAN, JUNGYUP (DEPARTMENT OF FINANCIAL ENGINEERING, KOREA UNIVERSITY)
HAN, JUNHEE (DEPARTMENT OF FINANCIAL ENGINEERING, KOREA UNIVERSITY)
LEE, SEONGJIN (DEPARTMENT OF FINANCIAL ENGINEERING, KOREA UNIVERSITY)
JEONG, DARAE (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY)
Publication Information
Journal of the Korean Society for Industrial and Applied Mathematics / v.21, no.3, 2017 , pp. 181-202 More about this Journal
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 important part of most people's lives and has become an everyday item at the present day. Moreover, importance of technologies for anytime and anywhere is increasing daily. Thus, we construct a mobile computing environment for pricing ELS instead of desktops or laptop computers. We provide a detailed Java programming code and a process manual to easily follow up all processes of this paper.
Keywords
Equity-linked securities; option pricing; monte carlo simulation; mobile;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
연도 인용수 순위
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