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Dynamical structures of high-frequency financial data Kim, K; Yoon, SM; Kim, Soo Yong; Chang, KH; Kim, Y; Kang, SH, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.376, pp.525 - 531, 2007-03 |
Levy feller 분포함수 응용으로부터, KOSPI 지수 수익률 분포함수 도출을 통한 지수 option 가격 책정 = Calculation of KOSPI index option price from derivation of index return probability distribution using Levy Feller distributionlink 선창래; Sun, Chang-Rae; et al, 한국과학기술원, 2002 |
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