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A transactions data test of stock index futures market efficiency and index arbitrage profitability
Chung, Y. Peter - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1791-1809
Persistent link: https://www.econbiz.de/10001115515
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Is volatility risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong; Byun, Suk Joon - In: The journal of futures markets 29 (2009) 9, pp. 797-825
Persistent link: https://www.econbiz.de/10003900683
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ITMs versus OTMs
Yoon, Sun-joong; Kang, So Hyun - In: Asia-Pacific journal of financial studies 41 (2012) 4, pp. 517-539
Persistent link: https://www.econbiz.de/10009618794
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The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, … - In: Journal of banking & finance 59 (2015), pp. 38-56
Persistent link: https://www.econbiz.de/10011544288