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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"bul"
~language:"eng"
~person:"Divino, José Angelo"
~person:"Lee, Hangsuck"
~source:"econis"
~type_genre:"Article in journal"
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Esscher transform
7
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6
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Divino, José Angelo
Lee, Hangsuck
Gupta, Rangan
27
Kang, Sang Hoon
16
Mensi, Walid
16
Lee, Chien-chiang
15
Lien, Da-hsiang Donald
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
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3
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ECONIS (ZBW)
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1
Min-max multi-step barrier options and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
2
Partial quanto lookback options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014247009
Saved in:
3
Valuing rebate options and equity-linked products
Lee, Hangsuck
;
Jeong, Himchan
;
Lee, Gaeun
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014485473
Saved in:
4
Multi-step barrier products and static hedging
Lee, Hangsuck
;
Choi, Yang Ho
;
Lee, Gaeun
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449307
Saved in:
5
Optimal insurance under moral hazard in loss reduction
Lee, Hangsuck
;
Lee, Minha
;
Hong, Jimin
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013449101
Saved in:
6
A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
Lee, Hangsuck
;
Lee, Minha
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449375
Saved in:
7
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
8
Valuation of piecewise linear barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013186470
Saved in:
9
A sharing mechanism of investment outcome for interest-sensitive life insurance products
Lee, Hangsuck
;
Choi, Hyung-Suk
;
Ha, Hongjun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664453
Saved in:
10
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
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