Browse "College of Business(경영대학)" by Subject Options

Showing results 1 to 5 of 5

1
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

2
Essays on the market imperfections and asset pricing = 시장불완전성과 자산가격결정에 관한 연구link

Lee, Soonhee; 이순희; et al, 한국과학기술원, 2015

3
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts

Noh, Jaesun; Engle, RobertF.; Kane, Alex, REVIEW OF DERIVATIVES RESEARCH, v.1, no.2, pp.139 - 157, 1996-06

4
The dynamics of trades and quote revisions across stock, futures, and option markets

Kang, Jangkoo; Park H.-J., REVIEW OF PACIFIC BASIN FINANCIAL MARKETS AND POLICIES, v.11, no.2, pp.227 - 254, 2008-06

5
유러달러 선물옵션의 가격결정에 관한 실증연구 = An empirical investigation of euro-dollar futures optionslink

강호철; Kang, Ho-Cheol; et al, 한국과학기술원, 1998

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