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Exact simulation of the wishart multidimensional stochastic volatility model Kang, Chulmin; Kang, Wanmo; Lee, Jong Mun, OPERATIONS RESEARCH, v.65, no.5, pp.1190 - 1206, 2017-09 |
Temporal evolution of the return distribution in the Korean stock market Chae, Seung Byung; Jung, Woo Sung; Yang, Jae Suk; Moon, Hie-Tae, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.48, pp.313 - 317, 2006-02 |
Valuing options under regime switching environment = Regime switching 환경하에서의 옵션 가격결정link Roh, Kum-Hwan; 노금환; et al, 한국과학기술원, 2008 |
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