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Pricing and hedging parisian options = 파리지안 옵션의 가격결정과 헤징link Lim, Dong-Young; 임동영; et al, 한국과학기술원, 2014 |
Recursive Method for Static Options Replication of Complex Structured Products Kim, Kyoung-Kuk; Lim, Dong-Young, INFORMS Annual Meeting, INFORMS, 2017-10-24 |
Static replication of barrier-type options via integral equations Kim, Kyoung-Kuk; Lim, Dong-Young, QUANTITATIVE FINANCE, v.21, no.2, pp.281 - 294, 2021-02 |
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