 |
 |
Search
- Page Path
-
- HOME
- Search
- 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
- 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
-
- 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
-
- 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
-
- Editorial Office
-
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615 Fax: +82-2-783-6539 E-mail: office@e-kjfs.org
Copyright © 2024 by Korean Securities Association.
