Concepedia

Sol Kim

SK

9

Publications

403

Citations

9

H-Index

2003

Active since

Affiliations

Hankuk University of Foreign Studies(Current)

Korea Advanced Institute of Science and Technology

Samsung (South Korea)

Yonsei University

Sol Kim is an author at Hankuk University of Foreign Studies specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingOption PricingFinancial EconomicsVolatility ModelingStochastic VolatilityManagementEngineering

Publications per year

2003–2020

9

Publications

9

Risk management and corporate social responsibility

Sol Kim, Geul Lee, Hyoung‐Goo Kang · Strategic Management Journal · 2020 · 174 citations

Financial Risk Management, Investment Risk, Corporate Risk Management +20

Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market

In Joon Kim, Sol Kim · Pacific-Basin Finance Journal · 2003 · 71 citations

Empirical Comparison, Economics, Multivariate Stochastic Volatility +11

Detection Uncertainty Matters for Understanding Atmospheric Rivers

Travis O’Brien, Ashley E. Payne, Christine A. Shields et al. · Bulletin of the American Meteorological Society · 2020 · 42 citations · Full text

Is it important to consider the jump component for pricing and hedging short-term options?

In Joon Kim, Sol Kim · Journal of Futures Markets · 2005 · 31 citations · Full text

The performance of traders' rules in options market

Sol Kim · Journal of Futures Markets · 2009 · 27 citations · Full text

Economics, Option Pricing, Volatility Modeling +14

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