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Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo; Kim, Hwa-sung - In: The journal of futures markets 24 (2004) 7, pp. 631-648
Persistent link: https://www.econbiz.de/10002108793
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An efficient approximation method for American exotic options
Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-sung; Kim, In-joon - In: The journal of futures markets 27 (2007) 1, pp. 29-59
Persistent link: https://www.econbiz.de/10003492996
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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
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Reply to a comment on "A new simple square root option pricing model"
Wang, Yaw-huei - In: The journal of futures markets 32 (2012) 2, pp. 199-202
Persistent link: https://www.econbiz.de/10009487020
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Comment on "A new simple square root option pricing model"
Kim, Hwa-sung; Kang, Jangkoo; Shin, Jeongwoo - In: The journal of futures markets 32 (2012) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
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Pricing counterparty default risks : applications to FRNs and vulnerable options
Kang, Jangkoo; Kim, Hwa-sung - In: International review of financial analysis 14 (2005) 3, pp. 376-392
Persistent link: https://www.econbiz.de/10002960575
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Is the zero-leverage policy value-enhancing?
Jiang, Wenwen; Kang, Jangkoo; Kim, Hwa-sung - In: The quarterly review of economics and finance 93 (2024), pp. 176-189
Persistent link: https://www.econbiz.de/10014494643
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The dynamics of trades and quote revisions across stock, futures, and option markets
Kang, Jangkoo; Park, Hyoung-jin - In: Review of Pacific Basin financial markets and policies 11 (2008) 2, pp. 227-254
Persistent link: https://www.econbiz.de/10003759220
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Informed trading in the index option market : the case of KOSPI 200 options
Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: The journal of futures markets 28 (2008) 12, pp. 1118-1146
Persistent link: https://www.econbiz.de/10003773141
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An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanations
Kang, Jangkoo; Chang, Joo Lee; Soon, Hee Lee - In: Journal of emerging market finance 5 (2006) 3, pp. 235-261
Persistent link: https://www.econbiz.de/10003439994