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~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Choi, Seung-mook S."
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
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Journal of risk and financial management : JRFM
The journal of derivatives : the official publication of the International Association of Financial Engineers
Review of economics & finance
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ECONIS (ZBW)
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A numerical approach to American currency option valuation
Choi, Seung-mook S.
;
Marcozzi, Michael D.
- In:
The journal of derivatives : the official publication …
9
(
2001
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001634680
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2
Lookback option valuation : a simplified approach
Choi, Seung-mook S.
;
Jameson, Melvin Hugh
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 53-64
Persistent link: https://www.econbiz.de/10001861576
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