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Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices? Kang, Jangkoo; Lee, Soonhee, JOURNAL OF FUTURES MARKETS, v.36, no.8, pp.722 - 744, 2016-08 |
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 |
Saddlepoint approximations for affine jump-diffusion models Glasserman, P; Kim, Kyoung-Kuk, JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, v.33, no.1, pp.15 - 36, 2009-01 |
Small-time smile for the multifactor volatility Heston model Ahn, Dohyun; Kim, Kyoung-Kuk; Kim, Younghoon, JOURNAL OF APPLIED PROBABILITY, v.57, no.4, pp.1070 - 1087, 2020-12 |
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