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Implied pricing Kernels : an alternative approach for option valuation

Ryu, Doojin; Kang, Jangkoo; Suh, Sangwon - In: The journal of futures markets 35 (2015) 2, pp. 127-147

Persistent link: https://www.econbiz.de/10011348461

Pricing basket and Asian options under the jump-diffusion process

Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-sung - In: The journal of futures markets 31 (2011) 9, pp. 830-854

Persistent link: https://www.econbiz.de/10009355795

Comment on "A new simple square root option pricing model"

Kim, Hwa-sung; Kang, Jangkoo; Shin, Jeongwoo - In: The journal of futures markets 32 (2012) 2, pp. 191-198

Persistent link: https://www.econbiz.de/10009487021

An efficient approximation method for American exotic options

Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-sung; Kim, In-joon - In: The journal of futures markets 27 (2007) 1, pp. 29-59

Persistent link: https://www.econbiz.de/10003492996

Pricing credit spread options under a Markov chain model with stochastic default rate

Kang, Jangkoo; Kim, Hwa-sung - In: The journal of futures markets 24 (2004) 7, pp. 631-648

Persistent link: https://www.econbiz.de/10002108793

Is the information on the higher moments of underlying returns correctly reflected in option prices?

Kang, Jangkoo; Lee, Soonhee - In: The journal of futures markets 36 (2016) 8, pp. 722-744

Persistent link: https://www.econbiz.de/10011568552

Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market

Kang, Hankil; Kang, Jangkoo; Lee, Soonhee - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2335-2347

Persistent link: https://www.econbiz.de/10011672513

Reply to a comment on "A new simple square root option pricing model"

Wang, Yaw-huei - In: The journal of futures markets 32 (2012) 2, pp. 199-202

Persistent link: https://www.econbiz.de/10009487020

Implied volatility index of KOSPI200 : information contents and properties

Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 24-39

Persistent link: https://www.econbiz.de/10009682531

Is the KOSPI 200 Options Market Efficient? A Nonparametric Tests of the Martingale Restriction

Han, Qian - 2012

A number of studies on the S&P 500 index options market claim that the no arbitrage assumption cannot be rejected for this market because either the martingale restriction defined in Longstaff (1995) cannot be rejected by the data, or, even when it is rejected, a large proportion of the...

Persistent link: https://www.econbiz.de/10013108919