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Optimal Investment and Consump...
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Kwak, Minsuk
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Choi, Jaehyuk
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Kim, Kwangmoon
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Applied mathematical finance
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OLC EcoSci
ECONIS (ZBW)
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Optimal investment and consumption decision of a family with life insurance
Kwak, Minsuk
;
Shin, Yong Hyun
;
Choi, U Jin
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 176-189
Persistent link: https://www.econbiz.de/10008812738
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2
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion
Choi, Jaehyuk
;
Kim, Kwangmoon
;
Kwak, Minsuk
- In:
Applied mathematical finance
16
(
2009
)
3
,
pp. 261-268
Persistent link: https://www.econbiz.de/10008269396
Saved in:
3
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion
Choi, Jaehyuk
;
Kim, Kwangmoon
;
Kwak, Minsuk
- In:
Applied mathematical finance
16
(
2009
)
3-4
,
pp. 261-268
Persistent link: https://www.econbiz.de/10008336487
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