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(2011 / vol.13 / no.1)
Title:    Author:   
  THE TEMPERED STABLE MODELS
Pages 83-93, DONG MYUNG CHUNG
  
  TRADING VOLATILITY AND HEDGING VOLATILITY RISK
Pages 77-81, INTAE JEON
  
  ON THE IMPLIED VOLATILITIES AND RISK PREMIUMS
Pages 73-76, SUN-JOONG YOON
  
  EFFICIENT MONTE CARLO METHOD FOR PATH-DEPENDENT EXOTICS
Pages 67-71, BYOUNG KI SEO
  
  A SURVEY ON THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN OPTIONS
Pages 61-66, SUK JOON BYUN
  
  THE MODERN OPTION PRICING THEORY: A REVIEW
Pages 35-59, SOL KIM, GEUL LEE
  
  HEAT KERNEL METHOD AND FOURIER ANALYSIS ON HYPERFUNCTIONS
Pages 15-34, DOHAN KIM
  
  BUILDING SIGNAL EXTRACTION MODEL BASED ON NEW OBJECTIVE FUNCTION
Pages 7-13, KYUNG-SOO KIM
  
  NUMERICAL METHODS OF PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS FOR OPTION PRICE
Pages 1-5, YONGHOON KWON