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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 (2026) 34 (2): 128–142.
Published: 20 January 2026
... , T , θ , δ ) denote the Weibull option price of Ko (2025) , and let CV = CV ( δ ) denote the coefficient of variation of the Weibull distribution. Then, the CV-based Vega satisfies Residual value risk Weibull distribution Option pricing Automotive finance Lease...
Includes: Supplementary data
Journal Articles
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
... may be seen at http://creativecommons.org/licences/by/4.0/legalcode Option Pricing Risk Neutral Distribution Skewness Kurtos ...
