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~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Kim, Young Shin
Subrahmanyam, Marti G.
Bayer, Christian
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Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
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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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