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분위수 방법을 이용한 상벌제도의 최적전략

Title
분위수 방법을 이용한 상벌제도의 최적전략
Authors
이원희
Date Issued
2013
Publisher
포항공과대학교
Abstract
We consider the reward-penalty model which offers a prize of a penalty according to some level. We solve the problem via quantiles, and the solution is compound of digital options. Moreover, we get a degree of a prize and a penalty for availability of the prize-penalty system.
URI
http://postech.dcollection.net/jsp/common/DcLoOrgPer.jsp?sItemId=000001557854
http://oasis.postech.ac.kr/handle/2014.oak/1812
Article Type
Thesis
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