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Browse "Graduate School of Finance(금융전문대학원)" by Subject Heston model▼aimplied volatility surface▼aimplied stochastic volatility model▼aoption▼aimplied volatility

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KOSPI200 지수 옵션의 내재 변동성 평면을 이용한 헤스톤 모형에 관한 실증연구 = Estimating the Heston model using the KOSPI200 index options’ implied volatility surfacelink

김세훈; 강장구; et al, 한국과학기술원, 2021

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