Showing results 1 to 4 of 4
An Exact Pricing Error of the APT within the Arbitrage Frameworks 안창모, 한국 선물 학회, 1999 |
Jump-Diffusion Process and General Equilibrium in Pricing Foreign Currency Options 안창모, Com2MaC Workshop on Mathematical and Quantitative Finance, pp.85 - 116, 2001 |
The Effect of Time Complementarity on Consumption Smoothing and the Equity Premium 안창모, 한국재무관리학회, 1998 |
The Pricing of Bond Futures Options 안창모, 한국 선물 학회, 2000 |
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