1 김 솔, "위험중립분포 왜도, 첨도의 옵션가격결정에 대한 영향력" 14 : 31-56, 2006
2 정재만, "개인투자자의 옵션매매 성과와 형태" 13 : 99-127, 2005
3 Black, F., "The Pricing of Options and Corporate Liabilities" 81 : 637-659, 1973
4 Bakshi, G. S., "Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options" 16 : 101-143, 2003
5 Corrado, C. J., "Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices" 19 : 175-192, 1996
6 Brown, C., "Skewness and Kurtosis Implied by Option Prices: a Correction" 25 : 279-282, 2002
7 Bakshi, G. S., "Pricing and Hedging Long-term Options" 94 : 277-318, 2000
8 Bates, D., "Post-’87 Crash Fears in the S&P 500 Futures Option Market" 94 : 181-238, 2000
9 Kim, I. J., "On the Usefulness of Implied Risk Neutral Distributions: Evidence from Korean KOSPI 200 Index Options Market" 93-110, 2003
10 변석준, "KOSPI 200 지수 옵션 시장의 변동성 스프레드와 위험회피도" 2007
1 김 솔, "위험중립분포 왜도, 첨도의 옵션가격결정에 대한 영향력" 14 : 31-56, 2006
2 정재만, "개인투자자의 옵션매매 성과와 형태" 13 : 99-127, 2005
3 Black, F., "The Pricing of Options and Corporate Liabilities" 81 : 637-659, 1973
4 Bakshi, G. S., "Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options" 16 : 101-143, 2003
5 Corrado, C. J., "Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices" 19 : 175-192, 1996
6 Brown, C., "Skewness and Kurtosis Implied by Option Prices: a Correction" 25 : 279-282, 2002
7 Bakshi, G. S., "Pricing and Hedging Long-term Options" 94 : 277-318, 2000
8 Bates, D., "Post-’87 Crash Fears in the S&P 500 Futures Option Market" 94 : 181-238, 2000
9 Kim, I. J., "On the Usefulness of Implied Risk Neutral Distributions: Evidence from Korean KOSPI 200 Index Options Market" 93-110, 2003
10 변석준, "KOSPI 200 지수 옵션 시장의 변동성 스프레드와 위험회피도" 2007
11 Kim, I. J., "Is It Important to Consider the Jump Component for Pricing and Hedging Short-tem Options?" 25 : 989-1009, 2005
12 Rubinstein, M., "Implied Binomial Trees" 69 : 771-818, 1994
13 Bakshi, G. S., "Empirical Performance of Alternative Option Pricing Models" 52 : 2003-2049, 1997
14 Kim, I. J., "Empirical Comparison of Alternative Stochastic Volatility Option Pricing Models:Evidence from Korean KOSPI 200 Index Options Market" 12 : 117-142, 2004