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Implied volatility surface
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Kim, Namhyoung
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Journal of Empirical Finance
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No-arbitrage implied volatility functions : empirical evidence from KOSPI 200
index
options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
2
No-arbitrage implied volatility functions: Empirical evidence from KOSPI 200
index
options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of Empirical Finance
21
(
2013
)
C
,
pp. 36-53
comprehensive empirical study on the performance of the competing models using the KOSPI 200
index
options
from January 2001 through …
Persistent link: https://www.econbiz.de/10010636024
Saved in:
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