Soonchan Ok

e*Learn

Kwanghwamun Bldg. 4th fl.

211 Sejongro, Jongrogu

Seoul, 110-730

Korea, Republic of (South Korea)

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Scholarly Papers (1)

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Dividend-Rollover Effect and the Ad Hoc Black-Scholes Model

Journal of Futures Markets, Vol. 32, No. 8, pp. 742-772, 2012
Posted: 17 Sep 2012
Youngsoo Choi, Steven J. Jordan and Soonchan Ok
Hankuk University of Foreign Studies, Econometric Solutions and e*Learn

Abstract:

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Dividends, Black-Scholes, Ad hac, Implied, Volatility, IVOL, AHBS, Expectations, Forward, Hedging