Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market
| Year of publication: |
2004
|
|---|---|
| Authors: | Kim, In Joon ; Kim, Sol |
| Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 12.2004, 2, p. 117-142
|
| Publisher: |
Elsevier |