Browse "College of Business(경영대학)" by Subject VALUATION
Showing results 1 to 18 of 18
| 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 |
| 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 |
| Balancing risk: Generation expansion planning under climate mitigation scenarios Kim, Dowon; Ryu, Heelang; Lee, Jiwoong; Kim, Kyoung-Kuk, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.297, no.2, pp.665 - 679, 2022-03 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| Digital option의 가격결정 및 헤징에 관한 사례 연구 = A case study on valuation and hedging of a digital optionlink 윤공영; Yoon, Kong-Young; et al, 한국과학기술원, 2004 |
| How Do Options Add Value? Evidence from the Convertible Bond Market* Lee, Inmoo; Renjie, Rex Wang; Verwijmeren, Patrick, REVIEW OF FINANCE, v.27, no.1, pp.189 - 222, 2023-01 |
| Human capital quality and stock returns Bae, Jaewan; Kang, Jangkoo, JOURNAL OF BANKING & FINANCE, v.152, 2023-07 |
| Information Asymmetry, Corporate Governance, and Shareholder Wealth: Evidence from Unfaithful Disclosures of Korean Listed Firms Han, SeungHun; Kim, Minhee; Lee, Duk-Hee; Lee, Sangwon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.43, no.5, pp.690 - 720, 2014-10 |
| 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 |
| Schwartz-moon 모형을 이용한 인터넷 기업의 가치평가에 대한 연구 : 다음 커뮤니케이션 사례 = On the valuation of internet companies in korea using the schwartz-moon model : the vase of daum communication co.link 김두남; Kim, Du-Nam; et al, 한국과학기술원, 2004 |
| 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 |
| The impact of R&D intensity, financial constraints, and dividend payout policy on firm value Kim, JooMan; Yang, Insun; Yang, Taeyong; Koveos, Peter, FINANCE RESEARCH LETTERS, v.40, 2021-05 |
| 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 |
| 신용 디폴트 스왑 옵션의 가격결정에 관한 사례 연구 : hull and white 방법론을 중심으로 = A case study on the valuation of credit default swap pptions : using hull and white methodologylink 공형철; Kong, Hyung-Chul; et al, 한국과학기술원, 2004 |
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