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Showing results 1 to 4 of 4

1
Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility

Rhee, Dong Woo; Byun, Suk Joon; Kim, Sol, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.1, pp.103 - 124, 2012-02

2
Exact simulation of the wishart multidimensional stochastic volatility model

Kang, Chulmin; Kang, Wanmo; Lee, Jong Mun, OPERATIONS RESEARCH, v.65, no.5, pp.1190 - 1206, 2017-09

3
PRICING BASKET AND ASIAN OPTIONS UNDER THE JUMP-DIFFUSION PROCESS

Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.31, no.9, pp.830 - 854, 2011-09

4
Two approaches for stochastic interest rate option model

Hyun, Jung-Soon; Kim, YH, JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, v.43, pp.845 - 858, 2006-07

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