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The model-free equivalence condition for American spread options
Kang, Sang Baum; Létourneau, Pascal - In: Theoretical economics letters 7 (2017) 4, pp. 757-763
Persistent link: https://www.econbiz.de/10011706649
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The stochastic dominance violation of index call options in the presence of market makers
Kang, Sang Baum - In: Theoretical economics letters 8 (2018) 9, pp. 1614-1622
Persistent link: https://www.econbiz.de/10011888675
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A simple model to explain expensive index call options
Kang, Sang Baum - In: Theoretical economics letters 7 (2017) 3, pp. 316-323
Persistent link: https://www.econbiz.de/10011674111
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An analytic hedging model of energy quanto contracts
Kang, Sang Baum; Zhao, Jialin - In: Theoretical economics letters 7 (2017) 4, pp. 737-746
Persistent link: https://www.econbiz.de/10011706614