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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Kim, Young Shin
Subrahmanyam, Marti G.
Wang, Xingchun
8
Madan, Dilip B.
7
Eberlein, Ernst
6
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5
Lee, Hangsuck
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
2
Long-range dependence in the risk-neutral measure for the market on Lehman Brothers Collapse
Kim, Young Shin
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 309-322
Persistent link: https://www.econbiz.de/10011704246
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