APAD Conference Archive
Session 6: Option-Implied Information
Writer 관리자
Date2013.09.15
Hit2362
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)
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)