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Korean Journal of Financial Studies 2005;34(2):153-180.
Published online May 31, 2005.
A Comparative Study on KOSPI 200 Index State Price Density
In Hyung Lee, Joon Haeng Lee
KOSPI 200 지수의 상태 가격 밀도 비교 분석
이인형, 이준행
Key Words: 변동성 스마일,비모수 커널 밀도 추정,상태 가격,위험 중립,Girsanov 정리,Girsanov`s theorem,Non-parametric kernel density estimation,Risk neutral,State price,Volatility smile


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