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| The Best Option Pricing Model for KOSPI 200 Weekly Options |
| Sol Kim |
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Korean J Financ Stud. 2022;51(5):499-521. Published online October 31, 2022 DOI: https://doi.org/10.26845/KJFS.2022.10.51.5.499 |
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The Best Option Pricing Model for KOSPI 200 Weekly Options Korean Journal of Financial Studies. 2022;51(5):499-521  Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market Pacific-Basin Finance Journal. 2004;12(2):117-142 Option Pricing Models and Implied Volatility Options Math for Traders. 2012;37-47 The Effects of Increasing Option Multiplier on the Arbitrage Efficiency in KOSPI 200 Futures and Options Markets Journal of Derivatives and Quantitative Studies. 2015;23(3):323-351 The Option Model Profiting from Weekly Options. 2015;63-69 Informed trading in the index option market: The case of KOSPI 200 options Journal of Futures Markets. 2008;28(12):1118-1146 The Estimation of Pricing Kernel of KOSPI 200 Options Under Stochastic Volatility Journal of Derivatives and Quantitative Studies. 2007;15(1):135-165 Call-Put Volatility Spreads and Option Returns in the KOSPI 200 Index Options Market Journal of Derivatives and Quantitative Studies. 2016;24(4):647-676 Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options Central European Economic Journal. 2017;4(51):18-39 Implied Risk Preferences from Option Prices: Evidence from KOSPI 200 Index Options Journal of Derivatives and Quantitative Studies. 2008;16(2):1-35 |
