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~subject:"Option pricing theory"
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Option pricing theory
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Kim, Hwa-sung
7
Kang, Jangkoo
5
Shin, Jeongwoo
2
Wang, Yaw-huei
2
Bae, Kwangil
1
Chang, Geunhyuk
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Câmara, António
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Kim, Bara
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Kim, In-joon
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The journal of futures markets
5
Asia-Pacific journal of financial studies
1
Economic modelling
1
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ECONIS (ZBW)
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1
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
Saved in:
2
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung
;
Kang, Jangkoo
;
Shin, Jeongwoo
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
Saved in:
3
Pricing basket and Asian options under the jump-diffusion process
Bae, Kwangil
;
Kang, Jangkoo
;
Kim, Hwa-sung
- In:
The journal of futures markets
31
(
2011
)
9
,
pp. 830-854
Persistent link: https://www.econbiz.de/10009355795
Saved in:
4
Credit spreads with jump risks and stationary leverage ratio
Kim, Hwa-sung
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10009315272
Saved in:
5
An efficient approximation method for American exotic options
Chang, Geunhyuk
;
Kang, Jangkoo
;
Kim, Hwa-sung
;
Kim, In-joon
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 29-59
Persistent link: https://www.econbiz.de/10003492996
Saved in:
6
Reply to a comment on "A new simple square root option pricing model"
Wang, Yaw-huei
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 199-202
Persistent link: https://www.econbiz.de/10009487020
Saved in:
7
Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo
;
Kim, Hwa-sung
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 631-648
Persistent link: https://www.econbiz.de/10002108793
Saved in:
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