Is volatility risk priced in the KOSPI 200 index options market?
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 9, p. 797, doi. 10.1002/fut.20386
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2009 AND VI 29 AND IP 9
Results: 4
1
2
The value of mortgage prepayment and default options.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 9, p. 840, doi. 10.1002/fut.20388
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- Publication type:
- Article
3
Trinomial or binomial: Accelerating American put option price on trees.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 9, p. 826, doi. 10.1002/fut.20389
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- Publication type:
- Article
4
An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 9, p. 862, doi. 10.1002/fut.20390
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- Publication type:
- Article