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~isPartOf:"Mathematical methods of operations research"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Kim, Young Shin"
~source:"econis"
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Kim, Young Shin
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Mathematical methods of operations research
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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Review of derivatives research
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The Frank J. Fabozzi series
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Working paper series in economics
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Computational Management Science : CMS
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International review of financial analysis
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Risk assessment : decisions in banking and finance
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The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
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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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