Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kim I.J. | ko |
| dc.contributor.author | Kim S. | ko |
| dc.date.accessioned | 2013-03-03T18:53:39Z | - |
| dc.date.available | 2013-03-03T18:53:39Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 2004 | - |
| dc.identifier.citation | PACIFIC BASIN FINANCE JOURNAL, v.12, no.2, pp.117 - 142 | - |
| dc.identifier.issn | 0927-538X | - |
| dc.identifier.uri | http://hdl.handle.net/10203/79985 | - |
| dc.language | English | - |
| dc.publisher | Elsevier BV | - |
| dc.title | Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market | - |
| dc.type | Article | - |
| dc.identifier.scopusid | 2-s2.0-1342328597 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 12 | - |
| dc.citation.issue | 2 | - |
| dc.citation.beginningpage | 117 | - |
| dc.citation.endingpage | 142 | - |
| dc.citation.publicationname | PACIFIC BASIN FINANCE JOURNAL | - |
| dc.contributor.localauthor | Kim I.J. | - |
| dc.contributor.nonIdAuthor | Kim S. | - |
| dc.subject.keywordAuthor | Hedging | - |
| dc.subject.keywordAuthor | Option pricing model | - |
| dc.subject.keywordAuthor | Out-of-sample pricing | - |
| dc.subject.keywordAuthor | Stochastic volatility | - |
| dc.subject.keywordAuthor | Volatility smiles | - |
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