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Showing results 1 to 15 of 15

1
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

2
Essays on the volatility forecasting of financial assets = 금융 자산의 변동성 예측에 관한 연구link

Cho, Hangjun; 조항준; et al, 한국과학기술원, 2015

3
Forecasting carbon futures volatility using GARCH models with energy volatilities

Byun, Suk Joon; Cho, Hangjun, ENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11

4
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

5
KOSP200 주가지수 옵션시장에서의 변동성 거래 유용성에 관한 연구 = A study on the effectiveness of volatility trading strategy in the KOSPI200 options marketlink

황규철; Hwang, Kyu-Cheol; et al, 한국과학기술원, 2000

6
KOSPI 200 옵션시장에서 volatility smile의 측정과 volatility smile을 이용한 매매 전략에 관한 연구 = A study on the magnitude of the volatility smile and trading strategies to arbitrage the smile in the KOSPI 200 options marketlink

하철규; Ha, Chul-Kyoo; et al, 한국과학기술원, 1998

7
KOSPI 200옵션의 변동성 예측에 있어서 내재적변동성의 유용성 연구 = (A) study on the effectiveness of Implied Volatility estimating KOSPI 200 option volatilitylink

차미호; Cha, Mi-Ho; et al, 한국과학기술원, 1999

8
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

9
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

10
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

11
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

12
선물 MISPRICING의 원인과 행태에 대한 연구 : 한국시장에서의 실증분석 = An investigation on the cause and behavior of futures mispricing : an empirical evidence in the Korean marketlink

이충훈; Lee, Chung-Hoon; et al, 한국과학기술원, 1999

13
주가변동성과 거래량의 관계에 대한 연구 = A study on the relation between the trading volume and the stock price volatilitylink

이윤성; Lee, Yun-Seong; et al, 한국과학기술원, 2005

14
추계적 이자율하에서 내재변동성의 정보내용에 관한 실증연구 : KOSPI 200 주가지수 옵션을 중심으로 = An empirical study on the information content of implied volatility in the stochastic interest rate : based on KOSPI 200 stock index optionslink

유현상; Yoo, Hyun-Sang; et al, 한국과학기술원, 1999

15
한국주가지수 200 옵션의 내재변동성과 실현변동성에 관한 연구 = A study on the implied and realized volatility of KOSPI 200 index optionslink

임효원; Yim, Hyo-Weon; et al, 한국과학기술원, 2000

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