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Showing results 1 to 3 of 3

1
Ad Hoc Black and Scholes Procedures with the Time-to-Maturity

Byun, Suk Joon; Kim, Sol; Rhee, Dong Woo, Review of Pacific Basin Financial Markets and Policies, v.21, no.1, pp.1 - 21, 2018-03

2
Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility

Rhee, Dong Woo; Byun, Suk Joon; Kim, Sol, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.1, pp.103 - 124, 2012-02

3
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

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