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| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations Byun, Suk-Joon; Min, Byung-Sun, JOURNAL OF FUTURES MARKETS, v.33, no.1, pp.1 - 28, 2013-01 | |
| Business groups and tunneling: Evidence from private securities offeringsby Korean chaebols Baek, Jae-Seung; Kang, Jun-Koo; Lee, Inmoo, JOURNAL OF FINANCE, v.61, no.5, pp.2415 - 2449, 2006-10 | |
| 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 | |
| Comment on "A new simple square root option pricing model" Kim, Hwa-Sung; Kang, Jang-Koo; Shin, Jeong-Woo, JOURNAL OF FUTURES MARKETS, v.32, no.2, pp.191 - 198, 2012 | |
| The impact of international alliances on rival firm value: a study of the British Airways/USAir Alliance Park, JH; Park, Namgyoo; Zhang, AM, TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, v.39, no.1, pp.1 - 18, 2003-01 | |
| Corporate governance and payout policy: Evidence from Korean business groups Hwang, Lee-Seok; Kim, Hakkon; Park, Kwangwoo; Park, Rae Soo, PACIFIC-BASIN FINANCE JOURNAL, v.24, pp.179 - 198, 2013-09 | |
| 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 | |
| An efficient approximation method for American exotic options Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-Sung; Kim, In Joon, JOURNAL OF FUTURES MARKETS, v.27, no.1, pp.29 - 59, 2007 | |
| The role of the variance premium in Jump-GARCH option pricing models Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, Sun-Joong, JOURNAL OF BANKING & FINANCE, v.59, pp.38 - 56, 2015-10 |
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