APAD 자료실
Session 6 : Empirical Option Pricing and FX
작성자 관리자
등록일2015.08.29
조회수1856
Hanbok Choi, Young Ho Eom, Woon Wook Jang, Don H. Kim, Covered Interest Parity Deviation and Counterparty Default Risk: US Dollar /
Korean Won FX Swap Market

Jangkoo Kang, Soonhee Lee, Is the Information on the Higher Moments of the Underlying Returns Correctly Reflected in Option Prices?

Geul Lee, Effectiveness of Linear Extrapolation in Model-free Implied Moment Estimation
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