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Levy주가옵션 모형에서의 Smile Surface
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이준희
; 장국현
Article
Issue Date
2004
Citation
선물연구, v.12, no.1, pp.73 - 86
Publisher
한국파생상품학회
Derivatives Pricing in the Positive Interest Rates
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이준희
Article
Issue Date
2004
Citation
선물연구, v.12, no.2, pp.157 - 179
Publisher
한국파생상품학회
선형이자율 모형에서의 위험의 시장가격의 이론적 식별에 대한 연구
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이준희
Article
Issue Date
2005
Citation
선물연구, v.13, no.2, pp.133 - 143
Publisher
한국파생상품학회
프랙탈(Fractal) 이자율 모형
이준희
Article
Issue Date
2008
Citation
선물연구, v.16, no.1, pp.21 - 48
Publisher
한국파생상품학회
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Affine Model
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Fractional Brownian Motion
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Greek
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HJM
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Kolmogorov forward equation
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Levy Model
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Levy Process
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Long Memory
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Malliavin Calculus
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Market Price of Risk
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