Closed-form solutions for valuing partial lookback options with random initiation

von Kim, Geonwoo
Veröffentlicht in Finance research letters (2018)

Pricing European continuous-installment currency options with mean-reversion

von Jeon, Junkee
Veröffentlicht in The North American journal of economics and finance (2022)

Pricing of vulnerable options with early counterparty credit risk

von Jeon, Junkee
Veröffentlicht in The North American journal of economics and finance (2019)

Pricing European continuous-installment strangle options

von Jeon, Junkee
Veröffentlicht in The North American journal of economics and finance (2019)

Solongos-Angli-Mongol sedewchilsen tolj

von Thompson, Patrick
Veröffentlicht 2021

On pricing options with stressed-beta in a reduced form model

von Kim, Geonwoo
Veröffentlicht in Review of derivatives research (2015)

Pricing of vulnerable exchange options with early counterparty credit risk

von Kim, Donghyun
Veröffentlicht in The North American journal of economics and finance (2022)