Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market
| Year of publication: |
2012
|
|---|---|
| Authors: | Choi, Youngsoo ; Ok, SoonChan |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 4, p. 360-388
|
| Publisher: |
John Wiley & Sons, Ltd. |