مرکز منطقه ای اطلاع رساني علوم و فناوري - Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200\Index options market

Title of article :

Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200\Index options market

Author/Authors :

In Joon Kim، نويسنده , , Sol Kim، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

117

To page :

142

Keywords :

Out-of-sample pricing , Hedging , Option pricing model , Volatility smiles , Stochastic Volatility

Journal title :

Pacific-Basin Finance Journal

Serial Year :

2004

Journal title :

Pacific-Basin Finance Journal

Record number :

249380

Link To Document :