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Keywords: Black-Scholes Model
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2016) 24 (2): 185–220.
Published: 31 May 2016
... commercial and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode S&P 500 Options Black-Scholes Model Risk Neutral Distribution Skewness Kurtosis ...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (3): 465–494.
Published: 31 August 2014
... to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode KOSPI 200 Options Black-Scholes Model Heston Model Ad Hoc Black-Scholes Model Out-of-Sample Pricing ...
