Browse "MT-Journal Papers(저널논문)" by Subject OPTIONS

Showing results 1 to 3 of 3

1
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

2
The informational quality of implied volatility and the volatility risk premium

Ferris, Stephen P.; Kim, Woojin; Park, Kwangwoo, APPLIED ECONOMICS LETTERS, v.17, no.5, pp.445 - 450, 2010

3
Valuing retail shopping center lease contracts

Cho, Hoon; Shilling, James D., REAL ESTATE ECONOMICS, v.35, no.4, pp.623 - 649, 2007

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