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Byungsun Min · Study
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Author
Byungsun Min
2 works
· latest 2015
· 2 institutions
cluster: provisional
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Citations
64
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2
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Most cited in this library
Conditional Volatility and the GARCH Option Pricing Model with Non‐Normal Innovations
2011 · 40 citations
The role of the variance premium in Jump-GARCH option pricing models
2015 · 24 citations
Works
2 shown
The role of the variance premium in Jump-GARCH option pricing models
Journal of Banking & Finance
·
2015
·
3 authors
24
citations
Conditional Volatility and the GARCH Option Pricing Model with Non‐Normal Innovations
Journal of Futures Markets
·
2011
·
2 authors
·
Open access
40
citations