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Time-varying pricing kernel : evidence from a KOSPI200 index option study
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- Authors
- Advisor
- 김정욱
- Issue Date
- 2011
- Publisher
- 서울대학교 대학원
- Keywords
- Pricing Kernel ; Pricing Kernel ; 옵션 ; Option ; 위험회피도 ; Risk Aversion ; 확률적 변동성 ; Stochastic Volatility
- Description
- 학위논문(석사) --서울대학교 대학원 :경영학과,2011.2.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029477
https://hdl.handle.net/10371/73669
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