A study on one-factor option pricing model and implied systematic risk factor†
Journal of the Korean Data & Information Science Society 2018;29:717-33
Published online May 31, 2018
© 2018 Korean Data and Information Science Society.
Kwangyee Ko1 · Young Sook Son2
12Department of Statistics, Chonnam National University
Correspondence to: Department of Statistics, Chonnam National University, Yongbong-ro 77, Buk-Gu, Gwangju 61186, Korea. E-mail:
ysson@jnu.ac.kr Received May 15, 2018; Revised May 23, 2018; Accepted May 24, 2018.
This is an Open Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (
http://creativecommons.org/licenses/by-nc/3.0) which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.