89 Wangsan-ri, Mohyeon-myeon, Cheoin-gu
Yongin-shi, Kyonggi-do 449-791
Korea, Republic of (South Korea)
Hankuk University of Foreign Studies
Option Pricing, Volatility Smiles, Black and Scholes, Traders’ Rules, Rollover Effect, Information Stability
Ad Hoc Black-Scholes (AHBS), asymmetric volatility sneer, data usage, implied volatility
interest rates, drift, AR, volatility, NGARCH, zero-coupon bond price, yield to maturity
One-factor model, Zero-coupon bond, Approximate price, True price
Dividends, Black-Scholes, Ad hac, Implied, Volatility, IVOL, AHBS, Expectations, Forward, Hedging
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