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~isPartOf:"Annals of operations research"
~isPartOf:"Computational Management Science : CMS"
~isPartOf:"Economics letters"
~isPartOf:"Information economics and policy : IEP"
~subject:"Schätzung"
~subject:"Stochastic process"
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Kim, Young Shin
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Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
2
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
3
Competition and investment in telecommunications : does competition have the same impact on investment by private and state-owned firms?
Lestage, Romain
;
Flacher, David
;
Kim, Yeonbae
;
Kim, Jihwan
- In:
Information economics and policy : IEP
25
(
2013
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10009763881
Saved in:
4
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
Saved in:
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