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추계적 변동성-점프 확산 모형에 기초한 원달러 현물환율 및 통화옵션시장의 동적 행태 분석The Dynamic Behavior of Foreign Exchange Rates with Stochastic Volatility and Jump Diffusion Models-Evidences from KRW/USD Spot and Option Markets
- Other Titles
- The Dynamic Behavior of Foreign Exchange Rates with Stochastic Volatility and Jump Diffusion Models-Evidences from KRW/USD Spot and Option Markets
- Issue Date
- Feb-2011
- Publisher
- 한국파생상품학회
- Citation
- 선물연구, v.19, no.1, pp.1 - 36
- Journal Title
- 선물연구
- Volume
- 19
- Number
- 1
- Start Page
- 1
- End Page
- 36
- ISSN
- 1229-988X
- Files in This Item
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Collections - College of Business Administration > School of Finance > 1. Journal Articles
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Related Researcher
- Kang, Byung Jin
- College of Business Administration (School of Finance)