An empirical comparison of implied tree models for KOSPI 200 index options
In Joon Kim; Gun Youb Park
| Year of publication: |
2006
|
|---|---|
| Authors: | Kim, In-joon ; Gun Youb Park |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 15.2006, 1, p. 52-71
|
| Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory | Vergleich | Comparison | Südkorea | South Korea |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003298496