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Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets
Bae, Kwangil; Lee, Soonhee - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014581630
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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
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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
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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