Empirical comparison of alternative stochastic volatility option pricing models : evidence from Korean KOSPI 200 index options market
In Joon Kim; Sol Kim
| Year of publication: |
2004
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|---|---|
| Authors: | Kim, In-joon ; Kim, Sol |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 12.2004, 2, p. 117-142
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| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Index-Futures | Index futures | Schätzung | Estimation | Südkorea | South Korea | 1999-2000 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001970138