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| A Study of the Performance of Option Strategy Benchmark Index in Global Option Markets |
| Byung Jin Kang, Cheoljun Eom, Woo Baik Lee, Uk Chang, Jong Won Park |
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Korean J Financ Stud. 2021;50(4):439-472. Published online August 20, 2021 DOI: https://doi.org/10.26845/KJFS.2021.08.50.4.439 |
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A Study of the Performance of Option Strategy Benchmark Index in Global Option Markets Korean Journal of Financial Studies. 2021;50(4):439-472  Performance of Option Based Strategy Benchmark Index Journal of Derivatives and Quantitative Studies. 2018;26(2):183-216 Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market Journal of Futures Markets. 2013;34(9):838-852 Index Option Spread Strategies. 2010;263-270 S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula Journal of Futures Markets. 1996;16(6):611-629 Basic Option Strategy Equity and Index Options Explained. 2012;95-104 Option-Expiration Effects in Small Markets: The Spanish Stock Exchange Journal of Futures Markets. 2001;21(10):905-928 An Analytical Study of Option Greeks on Derivative Markets in India Risk Management in Emerging Markets. 2005;17-33 A Study on the Applicability of Black-Scholes Option Pricing Model in Chinese Stock Index Option Market BCP Business & Management. 2022;35:564-572 The economic significance of conditional skewness in index option markets Journal of Futures Markets. 2009;n/a-n/a |
