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
26
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