Browse "MT-Journal Papers(저널논문)" by Author Bae, Kwangil
Showing results 1 to 4 of 4
| Bullish/bearish/neutral strategies under short sale restrictions Bae, Kwangil; Kang, Jangkoo; Lee, Soonhee, JOURNAL OF BANKING & FINANCE, v.71, pp.227 - 239, 2016-10 |
| Call options with concave payoffs: An application to executive stock options Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.38, no.8, pp.943 - 957, 2018-08 |
| Can fat-tail create the momentum and reversal? Bae, Kwangil; Kang, Hankil; Kang, Jangkoo, APPLIED ECONOMICS, v.52, no.44, pp.4850 - 4863, 2020-09 |
| PRICING BASKET AND ASIAN OPTIONS UNDER THE JUMP-DIFFUSION PROCESS Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.31, no.9, pp.830 - 854, 2011-09 |
Discover
Type
- 2,825 Article
Open Access
- 60 OA Article