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Journal of Derivatives and Quantitative Studies: 선물연구
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2002
Issue
31 May - Volume 10, Issue 1, Pages 1 - 142
30 November - Volume 10, Issue 2, Pages 1 - 144
Volume 10, Issue 1
31 May 2002
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ISSN
1229-988X
EISSN
2713-6647
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An Empirical Study on the Nonlinear Dynam Relationship between Spot and Futures Pri
In Joon Kim
;
Young Gyun Seo
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for An Empirical Study on the Nonlinear Dynam Relationship between Spot and Futures Pri
Optimal Hedging Strategy with Natural Ga Futures and Options
Sang Jang Kwon
;
Soo Jong Kwak
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for Optimal Hedging Strategy with Natural Ga Futures and Options
Intraday Volatility in the Korean Stock Ind and Korean Stock Index Futures Markets
Se Kyung Oh
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for Intraday Volatility in the Korean Stock Ind and Korean Stock Index Futures Markets
Price Limits, the VaR calculation, and a Monte Carlo Simulation
Jin Yoo
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for Price Limits, the VaR calculation, and a Monte Carlo Simulation
The Impact of Default Correlations on the Prices of Collateralized Bond Obligat
In Joon Kim
;
Suk Joon Byun
;
Yuen Jung Park
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for The Impact of Default Correlations on the Prices of Collateralized Bond Obligat
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