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Showing results 37 to 40 of 40

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 Korealink

최재진; Choi, Jae jin; et al, 한국과학기술원, 2023

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