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1-4 of 4
Keywords: Option Pricing
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu 1–15.
Published: 20 January 2026
... risk Weibull distribution Option pricing Automotive finance Lease retention strategy G12 G13 G17 The automobile leasing market has expanded substantially across major economies over the past 2 decades. In the United States, Federal Reserve statistics document a steady rise...
Includes: Supplementary data
Journal Articles
An Optimal Selection of the basis Functions for the Valuation of Interest Rate Structured Notes
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (4): 637–674.
Published: 30 November 2014
... be seen at http://creativecommons.org/licences/by/4.0/legalcode Structured Notes Option Pricing Basis Function Early Exercise Continuation Value ...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2008) 16 (1): 1–20.
Published: 31 May 2008
... may be seen at http://creativecommons.org/licences/by/4.0/legalcode Option Pricing Skewness Kurtosis Risk-neutral Distribution ...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2006) 14 (2): 25–50.
Published: 30 November 2006
... (1996). We show that the skewness of the risk neutral distribution is more important factor than the kurtosis irrespective of the estimation method, the definition of pricing errors, the moneyness, the type of options and a period of time. Option Pricing Risk Neutral Distribution Skewness Kurtos...
