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Pricing Discrete Barrier Optio...
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Theorie
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Figlewski, Stephen
27
Ahn, Dong-Hyun
12
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5
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4
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4
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4
Cumby, Robert
3
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2
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2
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1
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1
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1
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1
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4
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2
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Restoring financial stability : how to repair a failed system
1
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1
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1
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ECONIS (ZBW)
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1
Pricing discrete barrier options with an adaptive mesh model
Ahn, Dong-Hyun
;
Figlewski, Stephen
;
Gao, Bin
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 33-43
Persistent link: https://www.econbiz.de/10001432450
Saved in:
2
The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen
;
Gao, Bin
- In:
Journal of financial economics
53
(
1999
)
3
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
Saved in:
3
A diagnostic tool for yield curve models
Ahn, Dong-Hyun
- In:
Journal of economic research
14
(
2009
)
1
,
pp. 69-92
Persistent link: https://www.econbiz.de/10003869758
Saved in:
4
A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 721-762
Persistent link: https://www.econbiz.de/10001421854
Saved in:
5
Optimal risk management using options
Ahn, Dong-Hyun
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000640285
Saved in:
6
Quadratic term structure models : theory and evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 243-288
Persistent link: https://www.econbiz.de/10001639617
Saved in:
7
Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun
;
Boudoukh, Jacob
;
Richardson, Matthew
; …
-
1999
Persistent link: https://www.econbiz.de/10001394327
Saved in:
8
Hedging the interest rate risk of Bradys : the case of Argentinian fixed and floating-rate bonds
Ahn, Dong-Hyun
;
Boudoukh, Jacob
;
Richardson, Matthew
; …
- In:
Emerging market capital flows : proceedings of a …
,
(pp. 307-317)
.
1998
Persistent link: https://www.econbiz.de/10001395758
Saved in:
9
Bond spreads, market integration and contagion in the 2007-2008 crisis
Kim, Chae-yŏng
;
Ahn, Dong-Hyun
;
Ko, Eun-Young
- In:
Seoul journal of economics
30
(
2017
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011641581
Saved in:
10
Self-fulfilling arbitrages necessitate crash risk
Ahn, Dong-Hyun
;
Kim, Soohun
;
Seo, Kyoungwon
- In:
Journal of financial markets
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013536207
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