Tests on the monotonicity properties of KOSPI 200 options prices
Myounghwa Sim, Doojin Ryu and Heejin Yang
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Sim, Myounghwa ; Ryu, Doojin ; Yang, Heejin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 7, p. 625-646
|
| Subject: | Indexderivat | Index derivative | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Südkorea | South Korea |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | KOSPI = Korea Composite Stock Price Index |
| Other identifiers: | 10.1002/fut.21763 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568523