Da-Hea Kim

Sungkyunkwan University

53 Myeongnyun-dong 3-ga Jongno-ju

Seoul, 110-745

SCHOLARLY PAPERS

2

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91

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Scholarly Papers (2)

1.

Learning about Uncertainty from Options Trading

Nanyang Business School Research Paper No. 20-30
Number of pages: 59 Posted: 09 Apr 2020 Last Revised: 13 Apr 2021
Da-Hea Kim, Sie Ting Lau and Bohui Zhang
Sungkyunkwan University, Nanyang Technological University (NTU) - Division of Banking & Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 91 (341,630)

Abstract:

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Learning, Feedback effect, Uncertainty, Equity options, Option implied volatility, Acquisition

2.

Delta-Hedged Gains and Risk-Neutral Moments

Journal of Risk, Forthcoming
Number of pages: 29 Posted: 08 Nov 2016
Da-Hea Kim and Sol Kim
Sungkyunkwan University and Hankuk University of Foreign Studies
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Abstract:

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delta-hedged gains, skewness, kurtosis, Standard and Poor’s (S&P) index options, risk-neutral moments