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The role of the variance premium in GARCH Option Pricing Models
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 윤선중 | - |
| dc.date.accessioned | 2024-10-30T14:43:06Z | - |
| dc.date.available | 2024-10-30T14:43:06Z | - |
| dc.date.issued | 2014-05-30 | - |
| dc.identifier.uri | https://scholarworks.dongguk.edu/handle/sw.dongguk/49536 | - |
| dc.title | The role of the variance premium in GARCH Option Pricing Models | - |
| dc.type | Conference | - |
| dc.citation.startPage | 1 | - |
| dc.citation.endPage | 50 | - |
| dc.citation.conferenceName | 재무관련통합학회 | - |
| dc.citation.conferencePlace | 대한민국 | - |
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Related Researcher
- Yoon, Sun Joong
- Dongguk Business School (Department of Business Administration)