Concepedia

Byungsun Min

BM

Statistics

Publications

3

Citations

66

H-Index

3

Active since

2010

Affiliations

Korea Advanced Institute of Science and Technology(Current)

Byungsun Min is an author at Korea Advanced Institute of Science and Technology specializing in economics, volatility modeling, and asset pricing.

Top concepts

Publications per year

2010–2015

3

Publications

3

Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations

Suk‐Joon Byun, Byungsun Min · SSRN Electronic Journal · 2010 · 25 citations · Full text

The role of the variance premium in Jump-GARCH option pricing models

Suk Joon Byun, Byoung Hyun Jeon, Byungsun Min et al. · Journal of Banking & Finance · 2015 · 23 citations

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Conditional Volatility and the GARCH Option Pricing Model with Non‐Normal Innovations

Suk Joon Byun, Byungsun Min · Journal of Futures Markets · 2011 · 18 citations

, , +16

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