Korean Journal of Financial Studies

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4 Articles

Utilization of Weekly Options for the Improvement of the Volatility Index: Tae Hun Kang; Korean J Financ Stud. 2022;51(6):755-785. Published online December 31, 2022; DOI: https://doi.org/10.26845/KJFS.2022.12.51.6.755; Full text PubReader ePub PDF

The Information Convergence Processes between KOSPI 200 Index Call and Put Options: Tae Hun Kang; Korean J Financ Stud. 2016;45(3):603-629. Published online June 30, 2016; PDF

The Effect of the Underlying Market Momentum on KOSPI 200 Index Options Market: Moo Sung Kim, Tae Hun Kang; Korean J Financ Stud. 2010;39(2):225-265. Published online June 30, 2010; PDF

On the Usefulness of Risk-Neutral Distribution Implied in the KOSPI 200 Index Option: Moo Sung Kim, Tae Hun Kang; Korean J Financ Stud. 2006;35(4):103-142. Published online August 31, 2006; PDF

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