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~isPartOf:"Review of derivatives research"
~person:"Barone-Adesi, Giovanni"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Barone-Adesi, Giovanni
Benth, Fred Espen
Kim, Young Shin
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Review of derivatives research
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Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
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2
Credit risk and credit derivatives : special issue
Brenner, Menachem
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001497906
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3
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
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