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Journal Articles

Strategies for Improving V-KOSPI 200 Index

Tae-Hun Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2019) 27 (1): 1–47.

https://doi.org/10.1108/JDQS-01-2019-B0001

Published: 28 February 2019

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Journal Articles

The Martingale Restriction and Relative Market Efficiency between KOSPI 200 Index and Index Options Market

Tae-Hun Kang, Myung-Chul Lee

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2015) 23 (3): 367–389.

https://doi.org/10.1108/JDQS-03-2015-B0003

Published: 31 August 2015

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Journal Articles

The Information Content of Extreme Events Implied in the Non-complete Market

Moo Sung Kim, Tae Hun Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2011) 19 (2): 121–148.

https://doi.org/10.1108/JDQS-02-2011-B0001

Published: 31 May 2011

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Journal Articles

The Pricing and Hedging using the Implied Information Conditioned on Martingale Restriction and Market Efficiency

Moo Sung Kim, Tae Hun Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2009) 17 (4): 1–42.

https://doi.org/10.1108/JDQS-04-2009-B0001

Published: 30 November 2009

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Journal Articles

A Study on the Return Dynamics using the Implied Information

Moo Sung Kim, Tae Hun Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2007) 15 (2): 55–83.

https://doi.org/10.1108/JDQS-02-2007-B0003

Published: 30 November 2007

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Strategies for Improving V-KOSPI 200 Index

The Martingale Restriction and Relative Market Efficiency between KOSPI 200 Index and Index Options Market

The Information Content of Extreme Events Implied in the Non-complete Market

The Pricing and Hedging using the Implied Information Conditioned on Martingale Restriction and Market Efficiency

A Study on the Return Dynamics using the Implied Information

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