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  THE TEMPERED STABLE MODELS    
2011, Vol.13, No.1, Pages 83-93, DONG MYUNG CHUNG
 
  TRADING VOLATILITY AND HEDGING VOLATILITY RISK    
2011, Vol.13, No.1, Pages 77-81, INTAE JEON
 
  ON THE IMPLIED VOLATILITIES AND RISK PREMIUMS    
2011, Vol.13, No.1, Pages 73-76, SUN-JOONG YOON
 
  EFFICIENT MONTE CARLO METHOD FOR PATH-DEPENDENT EXOTICS    
2011, Vol.13, No.1, Pages 67-71, BYOUNG KI SEO
 
  A SURVEY ON THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN OPTIONS    
2011, Vol.13, No.1, Pages 61-66, SUK JOON BYUN
 
  THE MODERN OPTION PRICING THEORY: A REVIEW    
2011, Vol.13, No.1, Pages 35-59, SOL KIM, GEUL LEE
 
  HEAT KERNEL METHOD AND FOURIER ANALYSIS ON HYPERFUNCTIONS    
2011, Vol.13, No.1, Pages 15-34, DOHAN KIM
 
  BUILDING SIGNAL EXTRACTION MODEL BASED ON NEW OBJECTIVE FUNCTION    
2011, Vol.13, No.1, Pages 7-13, KYUNG-SOO KIM
 
  NUMERICAL METHODS OF PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS FOR OPTION PRICE    
2011, Vol.13, No.1, Pages 1-5, YONGHOON KWON
 
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