Financial Derivatives with Stochastic Volatility

Jeong-Hoon Kim

한국산업응용수학회 학술대회 논문집

2004 .12

The First Passage Time of Stock Price under Stochastic Volatility

And ,  ew Loc Nguyen

한국데이터정보과학회지

2004 .12

OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES

MI-HYUN KIM ,  JEONG-HOON KIM ,  JI-HUN YOON

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2015 .12

Forecasting Volatility of Korean Futures Market

강상훈 ,  Qian Su ,  윤성민

Journal of The Korean Data Analysis Society

2009 .01

COMPARISON OF STOCHASTIC VOLATILITY MODELS : EMPIRICAL STUDY ON KOSPI200 INDEX OPTIONS

Kyoung-Sook MOON ,  Jung-Yon SEON ,  Choongseok YOON 외 1명

한국산업응용수학회 학술대회 논문집

2007 .11

원/달러환율과 원/엔 환율 관계에 관한 시계열 모형연구

이훈자

한국데이터정보과학회지

2016 .12

No Low Volatility Effect in Low Volatility Market

정현종 ,  강형구

Journal of The Korean Data Analysis Society

2015 .01

The CUSUM test for stochastic volatility models

Moo Sup Kim ,  Sang Yeol Lee

한국데이터정보과학회지

2010 .12

Pricing of Quanto option under the Hull and White stochastic volatility model

박지호 ,  이재성 ,  이영록

대한수학회논문집

2013 .01

Herd behavior and volatility in financial markets

Beum Jo Pa ,  k

한국데이터정보과학회지

2011 .12

Option pricing for a stochastic volatility L$\acute{e}$vy model with stochastic interest rates

Sattayatham ,  P. ,  Pinkham 외 1명

JKSS(Journal of the Korean Statistical Society)

2013 .01

Realized Volatility Dynamics in Commodity Futures Markets : Application of the Long Memory Model

송정석

Journal of The Korean Data Analysis Society

2008 .01

Local volatility for quanto option prices with stochastic interest rates

이영록 ,  이재성

한국수학논문집

2015 .01

Comparison of stochastic volatility models: Empirical study on KOSPI 200 index options

문경숙 ,  Jung-Yon Seon ,  위인숙 외 1명

대한수학회보

2009 .01

A Simple Approach for Stochastic Interest Rate Option Pricing Model

Jung-Soon Hyun ,  Young-Hee Kim

한국산업응용수학회 학술대회 논문집

2005 .05

Numerical Solutions of Stochastic Optimal Control problems using Stochastic Collocation method

Na ,  y Kim

한국산업응용수학회 학술대회 논문집

2011 .11