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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)
  • Received : 2019.09.05
  • Accepted : 2019.09.14
  • Published : 2019.09.25

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

References

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