The Impact of the Intraday Change in Volatility Skew in KOSPI200 Option Market on the Futures Market

The Impact of the Intraday Change in Volatility Skew in KOSPI200 Option Market on the Futures Market
제목
The Impact of the Intraday Change in Volatility Skew in KOSPI200 Option Market on the Futures Market
제목 (타언어)
The Impact of the Intraday Change in Volatility Skew in KOSPI200 Option Market on the Futures Market
저자
박종해
발행일
2012-11-01
학회명
EBES 2012 WARSAW CONFERENCE
학회 개최일
2012-11-01 ~ 2012-11-03