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Option pricing theory
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Byun, Suk Joon
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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1
Valuation of arithmetic average reset options
Kim, In-joon
;
Chang, Geun Hyuk
;
Byun, Suk Joon
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10001799028
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2
Is volatility risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 797-825
Persistent link: https://www.econbiz.de/10003900683
Saved in:
3
The information content of risk-neutral skewness for volatility forecasting
Byun, Suk Joon
;
Kim, Jun Sik
- In:
Journal of empirical finance
23
(
2013
),
pp. 142-161
Persistent link: https://www.econbiz.de/10010221765
Saved in:
4
Conditional volatility and the GARCH option pricing model with non-normal innovations
Byun, Suk Joon
;
Min, Byungsun
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009697540
Saved in:
5
Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility
Rhee, Dong Woo
;
Byun, Suk Joon
;
Kim, Sol
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
1
,
pp. 103-124
Persistent link: https://www.econbiz.de/10009514731
Saved in:
6
The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon
;
Jeon, Byoung Hyun
;
Min, Byungsun
;
Yoon, …
- In:
Journal of banking & finance
59
(
2015
),
pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
Saved in:
7
Overreactions in the foreign currency options market
Han, Joong H.
;
Kang, Byung Jin
;
Chang, Ki Cheon
;
Byun, …
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 380-404
Persistent link: https://www.econbiz.de/10011550792
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8
Gambling preference and individual equity option returns
Byun, Suk Joon
;
Kim, Da-Hea
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
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9
Ad hoc black and scholes procedures with the time-to-maturity
Byun, Suk Joon
;
Kim, Sol
;
Rhee, Dong Woo
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011809745
Saved in:
10
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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