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Valuation of American partial barrier options
Jun, Doobae; Ku, Hyejin - In: Review of derivatives research 16 (2013) 2, pp. 167-191
Persistent link: https://www.econbiz.de/10009774397
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Static hedging of chained-type barrier options
Jun, Doobae; Ku, Hyejin - In: The North American journal of economics and finance : a … 33 (2015), pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
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Pricing chained options with curved barriers
Jun, Doobae; Ku, Hyejin - In: Mathematical finance : an international journal of … 23 (2013) 4, pp. 763-776
Persistent link: https://www.econbiz.de/10010187673
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Closed-form solutions for options with random initiation under asset price monitoring
Jun, Doobae; Ku, Hyejin - In: Finance research letters 20 (2017), pp. 68-74
Persistent link: https://www.econbiz.de/10011806786
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Option valuation with liquidity risk and jumps
Zhang, Hai; Ku, Hyejin - In: Applied economics letters 25 (2018) 6, pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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A comparative analysis of housing prices in different cities using the Black-Scholes and Jump Diffusion models
Oh, Sebeom; Ku, Hyejin; Jun, Doobae - In: Finance research letters 46 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013339274
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Passport options
Delbaen, Freddy - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 299-328
Persistent link: https://www.econbiz.de/10001741937
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2010 - Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
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A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344801
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Pricing of index options under a minimal market model with lognormal scalling
Heath, David C.; Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250887