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Empirical comparison of alternative stochastic volatility option pricing models : evidence from Korean KOSPI 200 index options market
Kim, In-joon, (2004)
Is volatility risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong, (2009)
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung, (2013)
Are traders' rules useful for pricing options? : evidence from intraday data
Kim, Sol, (2014)
Pricing and hedging options with rollover parameters
Kim, Sol, (2017)
Portfolio of Volatility Smiles versus Volatility Surface : Implications for pricing and hedging options
Kim, Sol, (2021)