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What is the correct meaning of implied volatility? Kim, In Joon; Park, Gun Youb; Hyun, Jung-Soon, FINANCE RESEARCH LETTERS, v.4, no.3, pp.179 - 185, 2007 |
한국주가지수 200 옵션의 내재변동성과 실현변동성에 관한 연구 = A study on the implied and realized volatility of KOSPI 200 index optionslink 임효원; Yim, Hyo-Weon; et al, 한국과학기술원, 2000 |
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