An empirical comparison of implied tree models for KOSPI 200 index options

✍ Scribed by In Joon Kim; Gun Youb Park

• Book ID: 113664139
• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 187 KB
• Volume: 15
• Category: Article
• ISSN: 1059-0560
• DOI: 10.1016/j.iref.2004.11.003