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Korean Journal of Financial Studies 2006;35(4):103-142.
Published online August 31, 2006.
On the Usefulness of Risk-Neutral Distribution Implied in the KOSPI 200 Index Option
Moo Sung Kim, Tae Hun Kang
KOSPI 200 옵션가격에 내재된 확률분포의 유용성에 관한 실증연구
김무성, 강태훈
Key Words: 내재변동성을 보간하는 방법,내재확률분포,델타베가헤징,델타헤징,정보,Delta-neutral hedging,Delta-vega hedging,Implied probability distribution,Implied volatility interpolation method,Information


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