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The tail risk surface
Ahn, Jungkyu; Ahn, Yongkil - In: Finance research letters 58 (2023) 3, pp. 1-6
Persistent link: https://www.econbiz.de/10014631255
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An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol; Chen, Ren-Raw; Roh, Tai-Yong; Panda, Durga - In: The European journal of finance 26 (2020) 16, pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun; Kim, Geonwoo; Yoon, Ji-Hun - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
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Analytic method for pricing vulnerable external barrier options
Kim, Donghyun; Yoon, Ji-Hun - In: Computational economics 61 (2023) 4, pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
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The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs
Kim, Donghyun; Shin, Yong Hyun; Yoon, Ji-Hun - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014491977