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Browse "School of Management Engineering(경영공학부)" by Subject equity index options▼aimplied volatilities▼aVIX▼avariance risk premium▼ajump premium▼atail risk premium▼amachine learning

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Essays on equity index options and VIX = 주가 지수 옵션과 변동성 지수에 관한 연구link

Yoo, Eun Gyu; Byun, Suk-Joon; et al, 한국과학기술원, 2020

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