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Pricing Discrete Barrier Optio...
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Pricing discrete barrier options with an adaptive mesh model
Ahn, Dong-Hyun
;
Figlewski, Stephen
;
Gao, Bin
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 33-43
Persistent link: https://www.econbiz.de/10001432450
Saved in:
2
Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Saved in:
3
Locally complete markets, exchange rates and currency options
Ahn, Dong-Hyun
;
Gao, Bin
- In:
Review of derivatives research
6
(
2003
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001772396
Saved in:
4
The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen
;
Gao, Bin
- In:
Journal of financial economics
53
(
1999
)
3
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
Saved in:
5
A diagnostic tool for yield curve models
Ahn, Dong-Hyun
- In:
Journal of economic research
14
(
2009
)
1
,
pp. 69-92
Persistent link: https://www.econbiz.de/10003869758
Saved in:
6
Common factors and local factors : implications for term structures and exchange rates
Ahn, Dong-Hyun
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 69-102
Persistent link: https://www.econbiz.de/10001988559
Saved in:
7
A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 721-762
Persistent link: https://www.econbiz.de/10001421854
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8
Optimal risk management using options
Ahn, Dong-Hyun
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000640285
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9
Portfolio performance measurement : a no arbitrage bounds approach
Ahn, Dong-Hyun
;
Cao, H. Henry
;
Chrétien, Stéphane
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 298-339
Persistent link: https://www.econbiz.de/10003824786
Saved in:
10
Basic assets
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5133-5174
Persistent link: https://www.econbiz.de/10003916318
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