Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market

✍ Scribed by In Joon Kim; Sol Kim

• Book ID: 117627923
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 202 KB
• Volume: 12
• Category: Article
• ISSN: 0927-538X
• DOI: 10.1016/s0927-538x(03)00042-8