1 한국거래소, "파생상품시장 업무규정 시행세칙"
2 최병욱, "옵션가격퍼즐 : KOSPI 200 옵션시장에서 풋옵션은 과대평가되어 있는가?" 한국파생상품학회 17 (17): 23-65, 2009
3 강병진, "옵션 투자의 효용-포트폴리오 관점" 한국금융학회 28 (28): 1-43, 2014
4 김학겸, "국내 선물시장에서 증거금이 결제불이행 위험과 유동성에 미치는 영향" 한국파생상품학회 24 (24): 269-299, 2016
5 Bondarenko, O., "Why are put options so expensive?" UIC(University of Illinois at Chicago) 2003
6 Broadie, M., "Understanding index option returns" 22 : 4493-4529, 2009
7 Chatrath, A., "The impact of margins in futures markets :Evidence from the gold and silver markets" 41 : 279-294, 2001
8 Daskalaki, C., "The effects of margin changes on the commodity futures market" SSRN 2012
9 Hartzmark, M. L., "The effects of changing margin levels on futures market activity, the composition of traders in the market, and price performance" 59 : 147-180, 1986
10 Jackwerth, J. C., "Recovering risk aversion from option prices and realized returns" 13 : 433-451, 2000
1 한국거래소, "파생상품시장 업무규정 시행세칙"
2 최병욱, "옵션가격퍼즐 : KOSPI 200 옵션시장에서 풋옵션은 과대평가되어 있는가?" 한국파생상품학회 17 (17): 23-65, 2009
3 강병진, "옵션 투자의 효용-포트폴리오 관점" 한국금융학회 28 (28): 1-43, 2014
4 김학겸, "국내 선물시장에서 증거금이 결제불이행 위험과 유동성에 미치는 영향" 한국파생상품학회 24 (24): 269-299, 2016
5 Bondarenko, O., "Why are put options so expensive?" UIC(University of Illinois at Chicago) 2003
6 Broadie, M., "Understanding index option returns" 22 : 4493-4529, 2009
7 Chatrath, A., "The impact of margins in futures markets :Evidence from the gold and silver markets" 41 : 279-294, 2001
8 Daskalaki, C., "The effects of margin changes on the commodity futures market" SSRN 2012
9 Hartzmark, M. L., "The effects of changing margin levels on futures market activity, the composition of traders in the market, and price performance" 59 : 147-180, 1986
10 Jackwerth, J. C., "Recovering risk aversion from option prices and realized returns" 13 : 433-451, 2000
11 Hardouvelis, G. A., "Price volatility and futures markets" 16 : 81-111, 1996
12 Santa-Clara, P., "Option strategies : Good deals and margin call" 12 : 391-417, 2009
13 Hardouvelis, G. A., "Margin requirements, price fluctuations, and market participation in metal futures" 27 : 659-671, 1995
14 Fishe, R. P. H., "Margin requirements in futures markets : Their relationship to price volatility" 10 : 541-554, 1990
15 Ma, C. K., "Margin requirements and the behavior of silver futures prices" 20 : 41-60, 1993
16 한국거래소, "KRX 파생상품시장의 이해"
17 김소정, "KOSPI200 지수옵션시장의 콜-풋 변동성 스프레드와 옵션수익률의 변화" 한국파생상품학회 24 (24): 647-676, 2016
18 오세경, "KOSPI 200 옵션 합성전략의 이상수익률 현상에 대한 연구" 2010
19 Kupiec, P. H., "Initial margin requirements and stock returns volatility : Another look" 3 : 287-301, 1987
20 Coval, J. D., "Expected option returns" 56 : 983-1009, 2001
21 Bakshi, G., "Delta-hedged gains and the negative market volatility risk premium" 16 : 527-566, 2003
22 Jones, C. S., "A nonliear factor analysis of S&P 500 index option returns" 61 : 2325-2363, 2006
23 Driessen, J., "A empirical portfolio perspective on option pricing anomalies" 11 : 561-603, 2007