Pricing of Vulnerable Timer Options: Pricing of Vulnerable Timer Options: D. Kim et al.
- Published in:
- Computational Economics, 2025, v. 65, n. 2, p. 989, doi. 10.1007/s10614-023-10469-1
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- Publication type:
- Article
Works by Yoon, Ji‐Hun
Results: 11
1
2
Analytic Method for Pricing Vulnerable External Barrier Options.
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- Computational Economics, 2023, v. 61, n. 4, p. 1561, doi. 10.1007/s10614-022-10251-9
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- Article
3
A Mellin Transform Approach to the Pricing of Options with Default Risk.
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- Computational Economics, 2022, v. 59, n. 3, p. 1113, doi. 10.1007/s10614-021-10121-w
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- Publication type:
- Article
4
Multiscale Stochastic Volatility with the Hull-White Rate of Interest.
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- Journal of Futures Markets, 2014, v. 34, n. 9, p. 819, doi. 10.1002/fut.21625
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- Publication type:
- Article
5
The Heston model with stochastic elasticity of variance.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 804, doi. 10.1002/asmb.2203
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- Article
6
Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach.
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- Fractional Calculus & Applied Analysis, 2024, v. 27, n. 1, p. 247, doi. 10.1007/s13540-023-00233-5
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- Publication type:
- Article
7
Complete mitochondrial genome of the hybrid grouper Epinephelus lanceolatus (♀) × E. moara (♂).
- Published in:
- Mitochondrial DNA: Resources, 2018, v. 3, n. 2, p. 1079, doi. 10.1080/23802359.2018.1507633
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- Publication type:
- Article
8
New approach and analysis of the generalized constant elasticity of variance model.
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- Applied Stochastic Models in Business & Industry, 2023, v. 39, n. 1, p. 114, doi. 10.1002/asmb.2730
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- Publication type:
- Article
9
Foreign exchange rate volatility smiles and smirks.
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- Applied Stochastic Models in Business & Industry, 2021, v. 37, n. 3, p. 628, doi. 10.1002/asmb.2602
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- Publication type:
- Article
10
Multifactor Heston's stochastic volatility model for European option pricing.
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- Applied Stochastic Models in Business & Industry, 2019, v. 35, n. 5, p. 1202, doi. 10.1002/asmb.2462
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- Publication type:
- Article
11
Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model.
- Published in:
- Stochastics & Dynamics, 2017, v. 17, n. 1, p. -1, doi. 10.1142/S0219493717500034
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- Publication type:
- Article