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~person:"Kim, Sol"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Black-Scholes-Modell"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
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Behavioural finance
Black-Scholes model
Black-Scholes-Modell
Index futures
Volatility
Option pricing theory
7
Option trading
7
Optionsgeschäft
7
Optionspreistheorie
7
Volatilität
5
Statistical distribution
4
Statistische Verteilung
4
Hedging
3
Derivat
2
Derivative
2
Index-Futures
2
Kurtosis
2
Risk-neutral distribution
2
Skewness
2
Stochastic process
2
Stochastischer Prozess
2
Volatility smiles
2
kurtosis
2
skewness
2
Aktienindex
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Ankündigungseffekt
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Announcement effect
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Black and Scholes
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Börsenkurs
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Capital income
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Estimation
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Impact assessment
1
Jumps
1
KOSPI200 index options
1
Kapitaleinkommen
1
Lead-lag relationship
1
Macroeconomic news
1
Option pricing
1
Options pricing
1
Schätzung
1
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Aufsatz in Zeitschrift
Bibliografie
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Kim, Sol
Ryu, Doojin
17
Zhang, Jin E.
14
Carr, Peter
9
Wang, Xingchun
9
Ruan, Xinfeng
8
Fodor, Andy
7
Yang, Heejin
7
Fusai, Gianluca
6
Gehricke, Sebastian A.
6
Guo, Biao
6
Kirkby, J. Lars
6
Lung, Peter P.
6
Shaikh, Imlak
6
Wu, Liuren
6
Zanette, Antonino
6
Bernales, Alejandro
5
Doran, James S.
5
Elliott, Robert J.
5
Muzzioli, Silvia
5
Padhi, Puja
5
Pirjol, Dan
5
Singh, Vipul Kumar
5
Todorov, Viktor
5
Zhu, Lingjiong
5
Agarwalla, Sobhesh Kumar
4
Alexander, Carol
4
Choy, Siu Kai
4
Cui, Zhenyu
4
Diavatopoulos, Dean
4
Dotsis, George
4
Drimus, Gabriel
4
Escobar, Marcos
4
Farkas, Walter
4
Härdle, Wolfgang
4
Kang, Jangkoo
4
Ko, Bangwon
4
Kuo, I.-doun
4
Kwok, Yue-Kuen
4
Lee, Hangsuck
4
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Asia-Pacific journal of financial studies
3
Journal of risk
2
Review of Pacific Basin financial markets and policies
1
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ECONIS (ZBW)
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1
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
2
Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011752436
Saved in:
3
Skewness versus Kurtosis : implications for pricing and hedging options
Kim, Sol
;
Lee, Geul
;
Park, Yuen Jung
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
6
,
pp. 903-933
Persistent link: https://www.econbiz.de/10011865909
Saved in:
4
Delta-hedged gains and risk-neutral moments
Kim, Dahea
;
Kim, Sol
- In:
Journal of risk
19
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10013177077
Saved in:
5
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
6
Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
3
,
pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
Saved in:
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