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Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility Rhee, Dong Woo; Byun, Suk Joon; Kim, Sol, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.1, pp.103 - 124, 2012-02 |
IMPLIED PRICING KERNELS: AN ALTERNATIVE APPROACH FOR OPTION VALUATION Ryu, Doojin; Kang, Jang-Koo; Suh, Sangwon, JOURNAL OF FUTURES MARKETS, v.35, no.2, pp.127 - 147, 2015-02 |
IS VOLATILITY RISK PRICED IN THE KOSPI 200 INDEX OPTIONS MARKET? Yoon, Sun-Joong; Byun, Suk Joon, JOURNAL OF FUTURES MARKETS, v.29, no.9, pp.797 - 825, 2009-09 |
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