학위논문(박사) - 한국과학기술원 : 경영공학과, 2011.8, [ viii, 108p ]
Conditional volatility; Option returns; Risk premium; GARCH option pricing models; Non-normality; 비정규성; 조건부 변동성; 옵션 수익률; 위험프리미엄; GARCH 옵션가격결정모형
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