Sang Byung Seo

发表的论文7 篇，按出版时间

1. 1
   Is There a Macro-Announcement Premium?Management Science20265
2. 2
   Options on Interbank Rates and Implied Disaster RiskJournal of Financial and Quantitative Analysis20254
3. 3
   The risk and return of equity and credit index optionsJournal of Financial Economics20248
4. 4
   Synthetic Options and Implied Volatility for the Corporate Bond MarketJournal of Financial and Quantitative Analysis20227
5. 5
   Learning, slowly unfolding disasters, and asset pricesJournal of Financial Economics202149
6. 6
   Do Rare Events Explain CDX Tranche Spreads?Journal of Finance201887
7. 7
   Option Prices in a Model with Stochastic Disaster RiskManagement Science2018110