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isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Lee, Hangsuck"
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Option pricing theory
7
Option trading
7
Optionsgeschäft
7
Optionspreistheorie
7
Esscher transform
3
Brownian motion
2
Experiment
2
Multi-step double barrier options
2
Stochastic process
2
Stochastischer Prozess
2
American barrier option
1
Black-Scholes model
1
Black-Scholes option price
1
Black-Scholes-Modell
1
Brownian motion of piecewise constant drift
1
Digital option
1
First-hitting time
1
Fokker-Planck equation
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Hedging
1
Industrial research
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Industrieforschung
1
Jump diffusion
1
Multi-step double barrier option
1
Multi-step double boundary
1
Non-crossing probability
1
Private Altersvorsorge
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Private retirement provision
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Probability theory
1
Static hedging
1
Wahrscheinlichkeitsrechnung
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barrier option
1
barrier options
1
crossing probabilities for piecewise linear boundaries
1
double barrier option
1
drift refraction
1
early exercise
1
icicles
1
multi-step barrier
1
multi-step reflection principle
1
piecewise linear double barrier
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Lee, Hangsuck
Kang, Jangkoo
7
Ryu, Doojin
7
Wang, Xingchun
6
Lee, Minha
5
Zhang, Jin E.
5
Ha, Hongjun
4
Vipul
4
Chung, San-lin
3
Cohen, Samuel N.
3
Kit, Pong Wong
3
Kwok, Yue-Kuen
3
Reisinger, Christoph
3
Ruan, Xinfeng
3
Simon, David P.
3
Tsai, Wei-che
3
Verousis, Thanos
3
Wang, Sheng
3
Agarwalla, Sobhesh Kumar
2
Alexander, Carol
2
Ap Gwilym, Owain
2
Bae, Kwangil
2
Carayannopoulos, Peter
2
Clark, Steven P.
2
Cui, Zhenyu
2
Daigler, Robert T.
2
DeLisle, R. Jared
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Doran, James S.
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2
He, Xin-Jiang
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Applied mathematical finance
Finance research letters
The journal of futures markets
The North American journal of economics and finance : a journal of financial economics studies
6
Mathematics and financial economics
1
The North American journal of economics and finance : a journal of theory and practice
1
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1
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
2
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
3
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
4
Piecewise linear double barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 125-151
Persistent link: https://www.econbiz.de/10012796299
Saved in:
5
Piecewise linear boundary crossing probabilities, barrier options, and variable annuities
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2248-2272
Persistent link: https://www.econbiz.de/10013465884
Saved in:
6
Multi-step double barrier options
Lee, Hangsuck
;
Jeong, Himchan
;
Lee, Minha
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013457467
Saved in:
7
Multi-step reflection principle and barrier options
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 692-721
Persistent link: https://www.econbiz.de/10013187581
Saved in:
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