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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Kim, Young Shin"
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Option Prices with Stochastic...
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Kim, Young Shin
Chen, Son-nan
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Todorov, Viktor
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Aït-Sahalia, Yacine
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Xiu, Dacheng
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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The Frank J. Fabozzi series
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Working paper series in economics
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International review of financial analysis
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Risk assessment : decisions in banking and finance
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Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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2
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
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