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균형(均衡)퓨처가격(價格)(equilibrium futures prices)을 예측하기 위한 재무성(財務省) 장기채권(長期債券)(Treasury bond)의 퓨처옵션가격(價格)(futures option prices)에 대한 연구(硏究)

김원기

[Kisti 연계] 한국재무관리학회 재무관리연구 Vol.8 No.1 1991 pp.199-212

ON THE OPTION VALUATION AND DECOMPOSITION OF EXCHANGE OPTION

Choi, Won, Ahn, Seung-Chul

[Kisti 연계] 한국전산응용수학회 Journal of applied mathematics & informatics Vol.9 No.2 2002 pp.745-751

ON THE OPTION PRICES OF EUROPEAN ASIAN ARITHMETICAL OPTION

Choi, Won

[Kisti 연계] 한국전산응용수학회 Journal of applied mathematics & informatics Vol.7 No.2 2000 pp.597-603

ON THE OPTION PRICES OF EUROPEAN ASIAN ARITHMETICAL OPTION

Shin, V.I., Choi, Won

[Kisti 연계] 한국전산응용수학회 Journal of applied mathematics & informatics Vol.7 No.3 2000 pp.1069-1075

Supply Chain Contract with Put and Call Option: The Case of Non-Linear Option Premium Price

Saithong, Chirakiat, Luong, Huynh Trung

[Kisti 연계] 대한산업공학회 Industrial engineering & management systems Vol.12 No.2 2013 pp.85-94

OPTION PRICING UNDER GENERAL GEOMETRIC RIEMANNIAN BROWNIAN MOTIONS

Zhang, Yong-Chao

[Kisti 연계] 대한수학회 대한수학회보 Vol.53 No.5 2016 pp.1411-1425

OPTION PRICING UNDER STOCHASTIC VOLATILITY MODEL WITH JUMPS IN BOTH THE STOCK PRICE AND THE VARIANCE PROCESSES

Kim, Ju Hong

[Kisti 연계] 한국수학교육학회 한국수학교육학회지시리즈B:순수및응용수학 Vol.21 No.4 2014 pp.295-305

Option pricing for a stochastic volatility L$\acute{e}$vy model with stochastic interest rates

Sattayatham, P., Pinkham, S.

[Kisti 연계] 한국통계학회 The Korean journal of applied statistics Vol.42 No.1 2013 pp.25-36

Option Pricing with Bounded Expected Loss under Variance-Gamma Processes

Song, Seong-Joo, Song, Jong-Woo

[Kisti 연계] 한국통계학회 Communications for statistical applications and methods Vol.17 No.4 2010 pp.575-589

OPTION PRICING IN VOLATILITY ASSET MODEL

Oh, Jae-Pill

[Kisti 연계] 강원경기수학회 Korean Journal of mathematics Vol.16 No.2 2008 pp.233-242

Option Study on SMART-P Feedwater Flow Rate Control

Kang, Han-Ok, Yoon, Ju-Hyeon

[Kisti 연계] 한국원자력학회 한국원자력학회 학술대회논문집 2004 pp.291-292

Option Pricing Method를 이용한 가치평가 모형연구 - 자원개발사업의 예 -

허은녕, 이인석

[Kisti 연계] 한국기술혁신학회 한국기술혁신학회 학술대회논문집 2000 pp.249-258

Option of EDFAs for WDM Long-Haul Transmission Systems Gain Flattening With or Without a Gain Equalizer

Chung, Hee-Sang, Choi, Hyun-Beom, Lee, Mun-Seob, Lee, Dong-Han, Ahn, Seong-Joon, Choi, Bong-Su, Moon, Hyung-Myung, Lee, Kyu-Haeng

[Kisti 연계] 한국광학회 Journal of the Optical Society of Korea Vol.4 No.1 2000 pp.14-18

Option을 고려한 객체지향형 Product Structure 설계

고석완, 김선호, 정석찬

[Kisti 연계] 대한산업공학회 대한산업공학회지 Vol.24 No.3 1998 pp.457-473

Option Strategies: An Analysis of Naked Put Writing

Lekvin Brent J., Tiwari Ashish

[Kisti 연계] 한국재무관리학회 재무관리논총 Vol.3 No.2 1996 pp.329-364

Option 접근법과 NPV 방법의 비교연구

김진욱

[Kisti 연계] 한국경영과학회 한국경영과학회 학술대회논문집 1995 p.156

DIGITAL OPTION PRICING BASED ON COPULAS WITH STOCHASTIC SIMULATION

KIM, M.S., KIM, SEKI

[Kisti 연계] 한국수학교육학회 한국수학교육학회지시리즈B:순수및응용수학 Vol.22 No.3 2015 pp.299-313

BARRIER OPTION PRICING UNDER THE VASICEK MODEL OF THE SHORT RATE

Sun, Yu-dong, Shi, Yi-min, Gu, Xin

[Kisti 연계] 한국전산응용수학회 Journal of applied mathematics & informatics Vol.29 No.5 2011 pp.1501-1509

Barrier Option Pricing with Model Averaging Methods under Local Volatility Models

Kim, Nam-Hyoung, Jung, Kyu-Hwan, Lee, Jae-Wook, Han, Gyu-Sik

[Kisti 연계] 대한산업공학회 Industrial engineering & management systems Vol.10 No.1 2011 pp.84-94

Real Option Analysis on Ship Investment Valuation

Kim, Chi-Yeol, Ryoo, Dong-Keun, Kim, Jae-Kwan

[Kisti 연계] 한국항해항만학회 Journal of navigation and port research Vol.33 No.7 2009 pp.469-476