2003•Pacific-Basin Finance JournalRequires access

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

In Joon Kim, Sol Kim

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Key concepts: Stochastic volatility, Implied volatility, Valuation of options, Heston model, Black–Scholes model, Volatility smile, Econometrics, Economics

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Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market — Research Paper | ScholarLens