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An analytic approximation formula for pricing zero-coupon bonds
Choi, Youngsoo; Wirjanto, Tony S. - In: Finance Research Letters 4 (2007) 2, pp. 116-126
Persistent link: https://www.econbiz.de/10005397416
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An Improved Approach to Calculate the Yield and Duration of a Bond Portfolio
Choi, Youngsoo - 2009
This paper presents a new methodology to approximate the yield and duration of a bond portfolio. We demonstrate that the duration-weighted average yield consistently underestimates the exact yield on a bond portfolio having positive convexity. By considering the convexity, we present a new...
Persistent link: https://www.econbiz.de/10012767792
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Dividend‐Rollover Effect and the Ad Hoc Black‐Scholes Model
Choi, Youngsoo; Jordan, Steven J.; Ok, Soonchan - In: Journal of Futures Markets 32 (2012) 8, pp. 742-772
Persistent link: https://www.econbiz.de/10011006038
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Forging nature-based tourism policy issues: A case study in Pennsylvania
Shafer, Elwood L.; Choi, Youngsoo - In: Tourism management : research, policies, practice 27 (2006) 4, pp. 615-628
Persistent link: https://www.econbiz.de/10006808503
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Analyzing Evacuation Versus Shelter‐in‐Place Strategies After a Terrorist Nuclear Detonation
Wein, Lawrence M.; Choi, Youngsoo; Denuit, Sylvie - In: Risk analysis : an international journal 30 (2010) 9, pp. 1315-1328
Persistent link: https://www.econbiz.de/10008637708
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Dividend‐Rollover Effect and the Ad Hoc Black‐Scholes Model
Choi, Youngsoo; Jordan, Steven J.; Ok, Soonchan - In: The journal of futures markets 32 (2012) 8, pp. 742-773
Persistent link: https://www.econbiz.de/10009978687
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Service recovery evaluations: GLBT versus hetero customers
Ro, Heejung; Choi, Youngsoo; Olson, Eric D. - In: International journal of hospitality management 33 (2013), pp. 366-375
Persistent link: https://www.econbiz.de/10010102387
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Campus Foodservice Attributes and their Effects on Customer Satisfaction, Image, and Word-of-mouth
Kwun, David Joon-Wuk; Ellyn, Emily; Choi, Youngsoo - In: Journal of foodservice, business, research 16 (2013) 3, pp. 276-297
Persistent link: https://www.econbiz.de/10010156368
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An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo - In: International review of financial analysis 14 (2005) 2, pp. 149-164
Persistent link: https://www.econbiz.de/10007146308
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Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market
Choi, Youngsoo; Ok, SoonChan - In: The journal of futures markets 32 (2012) 4, pp. 360-389
Persistent link: https://www.econbiz.de/10009831494