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~isPartOf:"Computational Management Science : CMS"
~isPartOf:"Finance research letters"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Kim, Young Shin
Subrahmanyam, Marti G.
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Computational Management Science : CMS
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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
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2
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
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