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Showing results 1 to 13 of 13

1
An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility

Li, Minqiang; Lee, Kyuseok, QUANTITATIVE FINANCE, v.11, no.8, pp.1245 - 1269, 2011-08

2
An efficient approximation method for American exotic options

Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-Sung; Kim, In Joon, JOURNAL OF FUTURES MARKETS, v.27, no.1, pp.29 - 59, 2007

3
Balancing risk: Generation expansion planning under climate mitigation scenarios

Kim, Dowon; Ryu, Heelang; Lee, Jiwoong; Kim, Kyoung-Kuk, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.297, no.2, pp.665 - 679, 2022-03

4
Business groups and tunneling: Evidence from private securities offeringsby Korean chaebols

Baek, Jae-Seung; Kang, Jun-Koo; Lee, Inmoo, JOURNAL OF FINANCE, v.61, no.5, pp.2415 - 2449, 2006-10

5
Call options with concave payoffs: An application to executive stock options

Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.38, no.8, pp.943 - 957, 2018-08

6
Comment on "A new simple square root option pricing model"

Kim, Hwa-Sung; Kang, Jang-Koo; Shin, Jeong-Woo, JOURNAL OF FUTURES MARKETS, v.32, no.2, pp.191 - 198, 2012

7
Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations

Byun, Suk-Joon; Min, Byung-Sun, JOURNAL OF FUTURES MARKETS, v.33, no.1, pp.1 - 28, 2013-01

8
Corporate governance and payout policy: Evidence from Korean business groups

Hwang, Lee-Seok; Kim, Hakkon; Park, Kwangwoo; Park, Rae Soo, PACIFIC-BASIN FINANCE JOURNAL, v.24, pp.179 - 198, 2013-09

9
How Do Options Add Value? Evidence from the Convertible Bond Market*

Lee, Inmoo; Renjie, Rex Wang; Verwijmeren, Patrick, REVIEW OF FINANCE, v.27, no.1, pp.189 - 222, 2023-01

10
Human capital quality and stock returns

Bae, Jaewan; Kang, Jangkoo, JOURNAL OF BANKING & FINANCE, v.152, 2023-07

11
PRICING BASKET AND ASIAN OPTIONS UNDER THE JUMP-DIFFUSION PROCESS

Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.31, no.9, pp.830 - 854, 2011-09

12
The impact of international alliances on rival firm value: a study of the British Airways/USAir Alliance

Park, JH; Park, Namgyoo; Zhang, AM, TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, v.39, no.1, pp.1 - 18, 2003-01

13
The role of the variance premium in Jump-GARCH option pricing models

Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, Sun-Joong, JOURNAL OF BANKING & FINANCE, v.59, pp.38 - 56, 2015-10

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