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Valuation of power options under Heston’s stochastic volatility model
Kim, Jerim; Kim, Bara; Moon, Kyoung-sook; Wee, In-suk - In: Journal of economic dynamics & control 36 (2012) 11, pp. 1796-1813
Persistent link: https://www.econbiz.de/10009701929
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Pricing external barrier options in a regime-switching model
Kim, Jerim; Kim, Jeongsim; Yoo, Hyun Joo; Kim, Bara - In: Journal of economic dynamics & control 53 (2015), pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
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Stochastic ordering of Gini indexes for multivariate elliptical risks
Kim, Bara; Kim, Jeongsim - In: Insurance / Mathematics & economics 88 (2019), pp. 151-158
Persistent link: https://www.econbiz.de/10012105530
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The maximum distribution of Kibble’s bivariate gamma random vector
Kim, Bara; Kim, Jeongsim - In: Operations research letters 45 (2017) 4, pp. 392-396
Persistent link: https://www.econbiz.de/10011740634
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Asymptotic behavior of the stationary distribution in a finite QBD process with zero mean drift
Kim, Bara; Kim, Jeongsim; Lee, Jisu - In: Operations research letters 36 (2008) 1, pp. 127-132
Persistent link: https://www.econbiz.de/10003768591
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A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains
Kim, Bara; Kim, Jeongsim - In: European journal of operational research : EJOR 220 (2012) 1, pp. 132-134
Persistent link: https://www.econbiz.de/10009531561
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Optimal stochastic control of the intensity of point processes
Kim, Bara; Kim, Jeongsim; Wang, Chia-Li - In: Operations research letters 50 (2022) 5, pp. 574-580
Persistent link: https://www.econbiz.de/10013449448
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Credit spreads with jump risks and stationary leverage ratio
Kim, Hwa-sung - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10009315272
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Pricing basket and Asian options under the jump-diffusion process
Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-sung - In: The journal of futures markets 31 (2011) 9, pp. 830-854
Persistent link: https://www.econbiz.de/10009355795