DSpace at KOASAS: Browsing DSpace

DSpace at KOASAS

Browsing DSpace

Browse by Subject VALUATION

Sort by:
In order:
Results/Page
Authors/Record:

Showing results 1 to 26 of 26

1	A BI-LEVEL FRAMEWORK FOR PRICING OF HIGH-OCCUPANCY TOOL LANES Jang, Kitae; Song, Myoung Kyun; Choi, Keechoo; Kim, Dong-Kyu, TRANSPORT, v.29, no.3, pp.317 - 325, 2014
2	An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility Li, Minqiang; Lee, Kyuseok, QUANTITATIVE FINANCE, v.11, no.8, pp.1245 - 1269, 2011-08
3	An efficient approximation method for American exotic options Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-Sung; Kim, In Joon, JOURNAL OF FUTURES MARKETS, v.27, no.1, pp.29 - 59, 2007
4	Analytic Approximation of the Optimal Exercise Boundaries for American Futures Options I. J. Kim, JOURNAL OF FUTURES MARKETS, v.14, no.1, pp.1 - 24, 1994
5	Applying Comparable Sales Method to the Automated Estimation of Real Estate Prices Kim, Yunjong; Choi, Seungwoo; Yi, Mun Yong, SUSTAINABILITY, v.12, no.14, 2020-07
6	Balancing risk: Generation expansion planning under climate mitigation scenarios Kim, Dowon; Ryu, Heelang; Lee, Jiwoong; Kim, Kyoung-Kuk, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.297, no.2, pp.665 - 679, 2022-03
7	Business groups and tunneling: Evidence from private securities offeringsby Korean chaebols Baek, Jae-Seung; Kang, Jun-Koo; Lee, Inmoo, JOURNAL OF FINANCE, v.61, no.5, pp.2415 - 2449, 2006-10
8	Call options with concave payoffs: An application to executive stock options Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.38, no.8, pp.943 - 957, 2018-08
9	Comment on "A new simple square root option pricing model" Kim, Hwa-Sung; Kang, Jang-Koo; Shin, Jeong-Woo, JOURNAL OF FUTURES MARKETS, v.32, no.2, pp.191 - 198, 2012
10	COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS Park, Jong Jun; Lee, Kyungsub, PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, v.34, no.2, pp.258 - 278, 2020-04
11	Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations Byun, Suk-Joon; Min, Byung-Sun, JOURNAL OF FUTURES MARKETS, v.33, no.1, pp.1 - 28, 2013-01
12	Corporate governance and payout policy: Evidence from Korean business groups Hwang, Lee-Seok; Kim, Hakkon; Park, Kwangwoo; Park, Rae Soo, PACIFIC-BASIN FINANCE JOURNAL, v.24, pp.179 - 198, 2013-09
13	Corporate Transparency and Firm Performance: Evidence from Venture Firms Listed on the Korean Stock Market Kim, Young-Hwan; Lee, Jung-Woo; Yang, Tae-Yong, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.42, no.4, pp.653 - 688, 2013-08
14	Digital option의 가격결정 및 헤징에 관한 사례 연구 = A case study on valuation and hedging of a digital option link 윤공영; Yoon, Kong-Young; et al, 한국과학기술원, 2004
15	HIGH MOMENT VARIATIONS AND THEIR APPLICATION Choe, Geon Ho; Lee, Kyung Sub, JOURNAL OF FUTURES MARKETS, v.34, no.11, pp.1040 - 1061, 2014-11
16	How Do Options Add Value? Evidence from the Convertible Bond Market* Lee, Inmoo; Renjie, Rex Wang; Verwijmeren, Patrick, REVIEW OF FINANCE, v.27, no.1, pp.189 - 222, 2023-01
17	Human capital quality and stock returns Bae, Jaewan; Kang, Jangkoo, JOURNAL OF BANKING & FINANCE, v.152, 2023-07
18	Information Asymmetry, Corporate Governance, and Shareholder Wealth: Evidence from Unfaithful Disclosures of Korean Listed Firms Han, SeungHun; Kim, Minhee; Lee, Duk-Hee; Lee, Sangwon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.43, no.5, pp.690 - 720, 2014-10
19	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
20	Schwartz-moon 모형을 이용한 인터넷 기업의 가치평가에 대한 연구 : 다음 커뮤니케이션 사례 = On the valuation of internet companies in korea using the schwartz-moon model : the vase of daum communication co.link 김두남; Kim, Du-Nam; et al, 한국과학기술원, 2004
21	Stock returns, dividend yield, and book-to-market ratio Jiang, Xiaoquan; Lee, Bong Soo, JOURNAL OF BANKING & FINANCE, v.31, no.2, pp.455 - 475, 2007-02
22	The impact of international alliances on rival firm value: a study of the British Airways/USAir Alliance Park, JH; Park, Namgyoo; Zhang, AM, TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, v.39, no.1, pp.1 - 18, 2003-01
23	The impact of R&D intensity, financial constraints, and dividend payout policy on firm value Kim, JooMan; Yang, Insun; Yang, Taeyong; Koveos, Peter, FINANCE RESEARCH LETTERS, v.40, 2021-05
24	The role of the variance premium in Jump-GARCH option pricing models Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, Sun-Joong, JOURNAL OF BANKING & FINANCE, v.59, pp.38 - 56, 2015-10
25	The sensitivity analysis of propagator for path independent quantum finance model Kim, Min-Jae; Hwang, Dong-Il; Lee, Sun-Young; Kim, Soo-Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.5, pp.847 - 863, 2011-03
26	신용 디폴트 스왑 옵션의 가격결정에 관한 사례 연구 : hull and white 방법론을 중심으로 = A case study on the valuation of credit default swap pptions : using hull and white methodology link 공형철; Kong, Hyung-Chul; et al, 한국과학기술원, 2004

Discover

KOASAS

Knowledge Service Development Team, KAIST 291 Daehak-ro, Yuseong-gu, Daejeon 34141, Republic of Korea. T. 82-42-350-4493 Email. koasas@kaist.ac.kr
Copyright © 2016. Korea Advanced Institute of Science and Technology. All Rights Reserved.

Communities & Collections

rss_1.0 rss_2.0 atom_1.0