Narrow search
Showing 1 - 10 of 26
Cover Image
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin; Kang, Jangkoo; Suh, Sangwon - In: The journal of futures markets 35 (2015) 2, pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Cover Image
Is the information on the higher moments of underlying returns correctly reflected in option prices?
Kang, Jangkoo; Lee, Soonhee - In: The journal of futures markets 36 (2016) 8, pp. 722-744
Persistent link: https://www.econbiz.de/10011568552
Cover Image
Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo; Kim, Hwa-sung - In: The journal of futures markets 24 (2004) 7, pp. 631-648
Persistent link: https://www.econbiz.de/10002108793
Cover Image
Reply to a comment on "A new simple square root option pricing model"
Wang, Yaw-huei - In: The journal of futures markets 32 (2012) 2, pp. 199-202
Persistent link: https://www.econbiz.de/10009487020
Cover Image
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung; Kang, Jangkoo; Shin, Jeongwoo - In: The journal of futures markets 32 (2012) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
Cover Image
Pricing basket and Asian options under the jump-diffusion process
Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-sung - In: The journal of futures markets 31 (2011) 9, pp. 830-854
Persistent link: https://www.econbiz.de/10009355795
Cover Image
An efficient approximation method for American exotic options
Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-sung; Kim, In-joon - In: The journal of futures markets 27 (2007) 1, pp. 29-59
Persistent link: https://www.econbiz.de/10003492996
Cover Image
Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market
Kang, Hankil; Kang, Jangkoo; Lee, Soonhee - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2335-2347
Persistent link: https://www.econbiz.de/10011672513
Cover Image
Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
Cover Image
Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram; Ryu, Doojin - In: Asian economic journal : journal of the East Asian … 30 (2016) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10011525887