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Showing results 21 to 40 of 40

21	Implied risk aversion and volatility risk premiums Yoon, SunJoong; Byun, Suk Joon, APPLIED FINANCIAL ECONOMICS, v.22, no.1, pp.59 - 70, 2012-01
22	Index options open interest and stock market returns Seo, Sung Won; Byun, Suk Joon; Kim, Jun Sik, JOURNAL OF FUTURES MARKETS, v.40, no.6, pp.989 - 1010, 2020-06
23	Intraday volatility forecasting from implied volatility Byun, Suk Joon; Rhee, Dong Woo; Kim, Sol, INTERNATIONAL JOURNAL OF MANAGERIAL FINANCE, v.7, no.1, pp.83 - 100, 2011-02
24	Investor sentiment and the MAX effect : evidence from Korea = 투자자 심리와 맥스(MAX) 효과 : 한국의 주식시장을 중심으로 link Kim, Dong Hoon; Byun, Suk Joon; et al, 한국과학기술원, 2019
25	Is Stochastic Volatility always Priced on Index Options? Byun, Suk Joon; Yoon, Sun Joong, Asia Pacific Association of Derivatives 5th Conference, 2008-02
26	IS VOLATILITY RISK PRICED IN THE KOSPI 200 INDEX OPTIONS MARKET? Yoon, Sun-Joong; Byun, Suk Joon, JOURNAL OF FUTURES MARKETS, v.29, no.9, pp.797 - 825, 2009-09
27	Mispricing and the MAX effect in the Korean stock m = 한국 주식시장에서의 주식가격오류와 MAX효과 link Choi, Min Soo; Byun, Suk Joon; et al, 한국과학기술원, 2021
28	New Bounds on American Option Prices Byun, Suk Joon; Kim, In Joon; Chang, Geun Hyuk, Bachelier Finance Society 5th World Congress, 2008
29	New Bounds on American Option Prices Kim, In Joon; Chang, Geun Hyuk; Byun, Suk Joon, 2008 China International Conference, 2008
30	Optimal Exercise Boundary in a Binomial Option pricing Model Kim, In Joon; Byun, Suk Joon, JOURNAL OF FINANCIAL ENGINEERING, v.3, no.2, pp.137 - 158, 1994-06
31	Overreactions in the Foreign Currency Options Market Han, JoongHo; Kang, Byung Jin; Chang, Ki Cheon; Byun, Suk Joon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.45, no.3, pp.380 - 404, 2016-06
32	Properties of the Integral Equation Arising in the Valuation of American Options Byun, Suk Joon, ASIA PACIFIC MANAGEMENT REVIEW, v.10, no.5, pp.315 - 320, 2005
33	Relationships between American puts and calls on futures contracts Byun, Suk Joon; Kim, In Joon, JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, v.4, no.2, pp.11 - 20, 2000-12
34	The information content of risk-neutral skewness for volatility forecasting Byun, Suk Joon; Kim, Jun Sik, JOURNAL OF EMPIRICAL FINANCE, v.23, pp.142 - 161, 2013-09
35	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
36	(The) effect of Korea and U.S. monetary policy on Korean stock market = 한국과 미국의 통화정책이 한국 주식시장에 미치는 영향 link Han, Myung Hun; Byun, Suk Joon; et al, 한국과학기술원, 2022
37	Valuation of Arithmetic Average Reset Options Kim, In Joon; Chang, Geun Hyuk; Byun, Suk Joon, JOURNAL OF DERIVATIVES, v.11, no.1, pp.70 - 80, 2003
38	Valuing and Hedging American Options under Time-Varying Volatility Kim, In Joon; Byun, Suk Joon; Lim, Sonya Seongyeon, JOURNAL OF DERIVATIVES ACCOUNTING, v.1, no.2, pp.195 - 204, 2004-09
39	Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps Byun, Suk Joon; Chang, Ki Cheon, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.40, pp.88 - 102, 2015-07
40	맥스(Max) 효과와 1월 효과: 한국 주식시장을 중심으로 = The MAX effect and the January effect: Evidence from Korea link 최재진; Choi, Jae jin; et al, 한국과학기술원, 2023

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