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The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers
Sang
Baum
Kang
Theor. Econ. Lett.
Vol.8 No.9, June 13, 2018
DOI:
10.4236/tel.2018.89103
(PDF 378K)
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A Simple Model to Explain Expensive Index Call Options
Sang
Baum
Kang
Theor. Econ. Lett.
Vol.7 No.3, March 16, 2017
DOI:
10.4236/tel.2017.73024
(PDF 312K)
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Application of tissue engineering in stem cell therapy
Jong Kyu Hong,
Sang
Mo
Kwon
J. Biomed. Sci. Eng.
Vol.7 No.2, February 19, 2014
DOI:
10.4236/jbise.2014.72010
(PDF 214K)
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The Model-Free Equivalence Condition for American Spread Options
Sang
Baum
Kang
,
Pascal Létourneau
Theor. Econ. Lett.
Vol.7 No.4, June 13, 2017
DOI:
10.4236/tel.2017.74055
(PDF 291K)
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An Analytic Hedging Model of Energy Quanto Contracts
Sang
Baum
Kang
,
Jialin Zhao
Theor. Econ. Lett.
Vol.7 No.4, June 07, 2017
DOI:
10.4236/tel.2017.74053
(PDF 273K)
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