Market depth, liquidity and the effect of dual trading in futures marketsHun Y. Park · First published 1992Open the Tome
A comparison of a random variance model and the Black-Scholes model of pricing long-term European optionsHun Y. Park · First published 1991Open the Tome
Trading mechanisms, speculative behavior of investors, and the volatility of pricesHun Y. Park · First published 1989Open the Tome
Cross hedging performance of the U.S. currency futures marketHun Y. Park · First published 1986Open the Tome
An error-learning model of treasury bill futures and implications for the expectation hypothesisHun Y. Park · First published 1984Open the Tome
Stochastic interest rates, changing volatility and the pricing of options on stock index futuresHun Y. Park · First published 1984Open the Tome
Volatility in stock index futures and the informational content of option pricesHun Y. Park · First published 1984Open the Tome
Causal and systematic relations among forward, futures and expected spot pricesHun Y. Park · First published 1983Open the Tome
Systematic relations between futures and expected pricesHun Y. Park · First published 1983Open the Tome
