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~isPartOf:"Finance research letters"
~person:"Jeon, Junkee"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Option pricing theory
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American barrier options
1
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Cox-Ross-Rubinstein binomial model
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Jeon, Junkee
Kim, Young Shin
Subrahmanyam, Marti G.
Wang, Xingchun
7
Lee, Hangsuck
5
Madan, Dilip B.
4
Chen, Jun-Home
3
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2
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2
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2
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2
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Finance research letters
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Review of derivatives research
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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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
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2
Closed form valuation of American chained knock-in options
Han, Heejae
;
Jeon, Junkee
;
Kang, Myungjoo
- In:
Finance research letters
17
(
2016
),
pp. 176-185
Persistent link: https://www.econbiz.de/10011596280
Saved in:
3
Closed-form solutions for valuing partial lookback options with random initiation
Kim, Geonwoo
;
Jeon, Junkee
- In:
Finance research letters
24
(
2018
),
pp. 321-327
Persistent link: https://www.econbiz.de/10011982667
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