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The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck; Ko, Bangwon; Lee, Minha - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
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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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Multi-step double barrier options
Lee, Hangsuck; Jeong, Himchan; Lee, Minha - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013457467
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Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck; Ha, Hongjun; Kong, Byungdoo; Lee, Minha - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
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Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck; Ha, Hongjun; Kong, Byungdoo - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
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Foreign equity lookback options with partial monitoring
Lee, Hangsuck; Ha, Hongjun; Kong, Byungdoo - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061335