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Common deviation and regime-dependent dynamics in the index derivatives markets Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin, PACIFIC-BASIN FINANCE JOURNAL, v.33, pp.1 - 22, 2015-06 |
IMPLIED PRICING KERNELS: AN ALTERNATIVE APPROACH FOR OPTION VALUATION Ryu, Doojin; Kang, Jang-Koo; Suh, Sangwon, JOURNAL OF FUTURES MARKETS, v.35, no.2, pp.127 - 147, 2015-02 |
Intraday price dynamics in spot and derivatives markets Kim, Jun Sik; Ryu, Doojin, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.394, pp.247 - 253, 2014-01 |
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