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Bifurcation in perturbation analysis : Calvo pricing examples
Kim, Jinill; Levin, Andrew T.; Yun, Tack - In: Computational economics 37 (2011) 3, pp. 221-236
Persistent link: https://www.econbiz.de/10008902933
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Higher-order properties of the "Exchange rate dynamics redux" model
Kim, Jinill; Kwok, Yun-kwong - In: Computational economics 30 (2007) 4, pp. 371-380
Persistent link: https://www.econbiz.de/10003582871
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Conditional versus unconditional utility as welfare criterion : two examples
Kim, Jinill; Kim, Sŏng-hyŏn - In: Computational economics 51 (2018) 3, pp. 719-730
Persistent link: https://www.econbiz.de/10011963743
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Fast Monte Carlo simulation for pricing equity-linked securities
Jang, Hanbyeol; Kim, Sangkwon; Han, Junhee; Lee, Seongjin; … - In: Computational economics 56 (2020) 4, pp. 865-882
Persistent link: https://www.econbiz.de/10012390481
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A practical Monte Carlo method for pricing equity‑linked securities with time‑dependent volatility and interest rate
Kim, Sangkwon; Lyu, Jisang; Lee, Wonjin; Park, Eunchae; … - In: Computational economics 63 (2024) 5, pp. 2069-2086
Persistent link: https://www.econbiz.de/10014550869