korian and Asia exchange sites have massive demand and high price in exchange sites but euro and other have lower than it so all buy in euro exchange and sell in korea
If it was that easy, people would have done it already. Also, by the time you are setting up just one arbitrage trade, the price could have gone up or down a lot already, and depending on how things play out, you'll miss out.
Korean exchanges aren't easily accessible to western traders, and you'll more than likely be forced to verify yourself, and if you're not from Korea, you won't be able to get anything done.
These are the times you as arbitrage trader faces more risk than ever due to the regulations exchanges are subject to. Nowadays the main complaints towards exchanges are the massive amounts of blocked accounts.
It's just not worth the risk and hassle.