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Jang, Bong-Gyu
8
Kim, Mi Ae
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Lee, Ho-Seok
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Yoon, Ji Hee
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Kim, Kyeong Tae
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Journal of banking & finance
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Quantitative finance
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Analytic valuation formulas for range notes and an affine term structure model with jump risks
Jang, Bong-Gyu
;
Yoon, Ji Hee
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2132-2146
Persistent link: https://www.econbiz.de/10008433524
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2
An analytic valuation method for multivariate contingent claims with regime-switching volatilities
Yoon, Ji Hee
;
Jang, Bong-Gyu
;
Roh, Kum-Hwan
- In:
Operations research letters
39
(
2011
)
3
,
pp. 180-188
Persistent link: https://www.econbiz.de/10009015563
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3
A reflected diffusion process in a regime-switching environment
Jang, Bong-Gyu
;
Shim, Gyoocheol
- In:
Operations research letters
36
(
2008
)
2
,
pp. 177-183
Persistent link: https://www.econbiz.de/10007915372
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4
A simple iterative method for the valuation of American options
Kim, In Joon
;
Jang, Bong-Gyu
;
Kim, Kyeong Tae
- In:
Quantitative finance
13
(
2013
)
6
,
pp. 885-895
Persistent link: https://www.econbiz.de/10010134648
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5
Optimal retirement with unemployment risks
Jang, Bong-Gyu
;
Park, Seyoung
;
Rhee, Yuna
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3585-3604
Persistent link: https://www.econbiz.de/10010148743
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6
Liquidity Premia and Transaction Costs
Jang, Bong-Gyu
;
Keunkoo, Hyeng
;
Liu, Hong
;
Loewenstein, Mark
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10007777590
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7
A first-passage-time model under regime-switching market environment
Kim, Mi Ae
;
Jang, Bong-Gyu
;
Lee, Ho-Seok
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2617-2628
Persistent link: https://www.econbiz.de/10008899577
Saved in:
8
A first-passage-time model under regime-switching market environment
Kim, Mi Ae
;
Jang, Bong-Gyu
;
Lee, Ho-Seok
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2617-2627
Persistent link: https://www.econbiz.de/10008141153
Saved in:
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