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Browse "College of Business(경영대학)" by Subject VKOSPI index Futures▼aVKOSPI▼aMean-reverting model▼aTime-varying central tendency▼aJump model▼aMaximal likelihood estimation▼aVolatility▼aFutures

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VKOSPI 지수 선물의 가격결정과 실증분석 = (An) empirical analysis on the valuation of the vkospi index futureslink

김민성; 강장구; et al, 한국과학기술원, 2017

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