COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS |
Moon, Kyoung-Sook
(DEPARTMENT OF MATHEMATICS & INFORMATION KYUNGWON UNIVERSITY)
Seon, Jung-Yon (DEPARTMENT OF MATHEMATICS KOREA UNIVERSITY) Wee, In-Suk (DEPARTMENT OF MATHEMATICS KOREA UNIVERSITY) Yoon, Choong-Seok (DEPARTMENT OF MATHEMATICS KOREA UNIVERSITY) |
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