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Valuation of piecewise linear barrier options
Lee, Hangsuck; Ha, Hongjun; Lee, Minha - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013186470
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Multi-step reflection principle and barrier options
Lee, Hangsuck; Lee, Gaeun; Song, Seongjoo - In: The journal of futures markets 42 (2022) 4, pp. 692-721
Persistent link: https://www.econbiz.de/10013187581
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Multi-step double barrier options
Lee, Hangsuck; Jeong, Himchan; Lee, Minha - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013457467
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Min-max multi-step barrier options and their variants
Lee, Hangsuck; Lee, Gaeun; Song, Seongjoo - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014484160