APAD 자료실
Session 6: Option-Implied Information
작성자 관리자
등록일2013.09.15
조회수2388
Option-Implied Preference with Model Uncertainty(Byung Jin Kang, Tong Suk Kim, Hyo Seob Lee)

A Study on Information Contents in the Volatility Spread in KOSPI Market(Gunwoo Nam, Junwoo Lee, Hyoungoo Kang, JongYoen Choi)

Forecasting Volatility in the Presence of Limits to Arbitrage(Lu Hong, Tom Nohel, Steven Todd)
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