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Korean Journal of Financial Studies 2006;35(2):177-196.
Published online April 30, 2006.
Hyperbolic Pricing Model for Options on KOSPI 200
In Suk Wee, Jung Bum Wee, Rae Hyoun Tak, Jong Hyun Lee
Hyperbolic Pricing Model for Options on KOSPI 200
위인숙, 위정범, 탁래현, 이종현
Key Words: Black-Scholes model,Esscher transform,Hyperbolic model,Option price


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