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Showing results 32 to 39 of 39

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 영향link

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

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