An earlier version of this study was presented at the 6th Conference of Asia-Pacific Association of Derivatives (APAD 2010) and at the 2011 KFA-TFA Joint Conference in Finance, which was held in the National Taiwan University. This paper is an extended version of the last chapter of Ryu's doctoral dissertation. The authors are grateful for the helpful comments and suggestions from an anonymous referee, Youngsoo Choi (the discussant), Biao Guo, Mehmet H. Bilgin, Qian Han, Jun Sik Kim, Sol Kim, Byungsun Min, Sun-Joong Yoon, Meng-Lan Yueh (the discussant), and Robert I. Webb (the editor).
Implied Pricing Kernels: An Alternative Approach for Option Valuation
Version of Record online: 8 APR 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 35, Issue 2, pages 127–147, February 2015
How to Cite
Ryu, D., Kang, J. and Suh, S. (2015), Implied Pricing Kernels: An Alternative Approach for Option Valuation. J. Fut. Mark., 35: 127–147. doi: 10.1002/fut.21618
- Issue online: 6 JAN 2015
- Version of Record online: 8 APR 2013
- Manuscript Accepted: 17 FEB 2013
- Manuscript Received: 15 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!