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http://dx.doi.org/10.12941/jksiam.2019.23.237

ANDROID APPLICATION FOR PRICING TWO-AND THREE-ASSET EQUITY-LINKED SECURITIES  

JANG, HANBYEOL (DEPARTMENT OF FINANCIAL ENGINEERING, KOREA UNIVERSITY)
HAN, HYUNSOO (DEPARTMENT OF FINANCIAL ENGINEERING, KOREA UNIVERSITY)
PARK, HAYEON (DEPARTMENT OF FINANCIAL ENGINEERING, KOREA UNIVERSITY)
LEE, WONJIN (DEPARTMENT OF FINANCIAL ENGINEERING, KOREA UNIVERSITY)
LYU, JISANG (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY)
PARK, JINTAE (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY)
KIM, HYUNDONG (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY)
LEE, CHAEYOUNG (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY)
KIM, SANGKWON (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY)
CHOI, YONGHO (DEPARTMENT OF MATHEMATICS AND BIG DATA, DAEGU UNIVERSITY)
KIM, JUNSEOK (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY)
Publication Information
Journal of the Korean Society for Industrial and Applied Mathematics / v.23, no.3, 2019 , pp. 237-251 More about this Journal
Abstract
We extend the previous work [J. Korean Soc. Ind. Appl. Math. 21(3) 181] to two-and three-asset equity-linked securities (ELS). In the real finance market, two-or three-asset ELS is more popular than one-asset ELS. Therefore, we need to develop mobile platform for pricing the two-and three-asset ELS. The mobile implementation of the ELS pricing will be very useful in practice.
Keywords
Mobile platform; MCS; ELS;
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