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| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads* Park, Yuen-Jung; Kim, Tong-Suk, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.4, pp.491 - 516, 2012-08 | |
| An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility Li, Minqiang; Lee, Kyuseok, QUANTITATIVE FINANCE, v.11, no.8, pp.1245 - 1269, 2011-08 | |
| Forecasting carbon futures volatility using GARCH models with energy volatilities Byun, Suk Joon; Cho, Hangjun, ENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11 | |
| Forecasting the KOSPI200 spot volatility using various volatility measures Chun, Dohyun; Cho, Hoon; Ryu, Doojin, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.514, pp.156 - 166, 2019-01 | |
| The information content of net buying pressure: Evidence from the KOSPI 200 index option market Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FINANCIAL MARKETS, v.11, no.1, pp.36 - 56, 2008-02 | |
| What is the correct meaning of implied volatility? Kim, In Joon; Park, Gun Youb; Hyun, Jung-Soon, FINANCE RESEARCH LETTERS, v.4, no.3, pp.179 - 185, 2007 | |
| 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 |
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