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Results 1-3 of 3 (Search time: 0.005 seconds).

NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1
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

2
Two approaches for stochastic interest rate option model

Hyun, Jung-Soon; Kim, YH, JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, v.43, pp.845 - 858, 2006-07

3
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

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