The Relationship between Stock and Option Markets: An Empirical Analysis Using Implied Stock Prices

Korean Journal of Financial Studies 2004;33(3):95-122.
Published online September 30, 2004.

내재주가지수를 이용한 옵션시장과 주식시장의 상호관계에 관한 실증연구

김서경, 홍정훈

Key Words: 내재변동성,내재주가지수,변동성 거래,옵션,Black-Scholes model,Black-Scholes모형,Implied prices,Implied volatility,Investments on volatility,Option

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