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| THE TEMPERED STABLE MODELS |
| Pages 83-93, DONG MYUNG CHUNG |
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| TRADING VOLATILITY AND HEDGING VOLATILITY RISK |
| Pages 77-81, INTAE JEON |
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| ON THE IMPLIED VOLATILITIES AND RISK PREMIUMS |
| Pages 73-76, SUN-JOONG YOON |
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| EFFICIENT MONTE CARLO METHOD FOR PATH-DEPENDENT EXOTICS |
| Pages 67-71, BYOUNG KI SEO |
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| A SURVEY ON THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN OPTIONS |
| Pages 61-66, SUK JOON BYUN |
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| THE MODERN OPTION PRICING THEORY: A REVIEW |
| Pages 35-59, SOL KIM, GEUL LEE |
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| HEAT KERNEL METHOD AND FOURIER ANALYSIS ON HYPERFUNCTIONS |
| Pages 15-34, DOHAN KIM |
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| BUILDING SIGNAL EXTRACTION MODEL BASED ON NEW OBJECTIVE FUNCTION |
| Pages 7-13, KYUNG-SOO KIM |
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| NUMERICAL METHODS OF PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS FOR OPTION PRICE |
| Pages 1-5, YONGHOON KWON |
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