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Showing results 1 to 4 of 4

1
Alternative Approach to the Valuation of American Options and Applications

i. j. kim; gorge yu, REVIEW OF DERIVATIVES RESEARCH, v.1, pp.61 - 85, 1996

2
Does Default Risk in Coupons Affects the Valuation of Corporate Bonds?: A Contingent Claims Model

i. j. kim; k. ramaswamy; s. sundaresan, FINANCIAL MANAGEMENT, v.22, no.3, pp.117 - 131, 1993

3
On the Apparent Systematic Bias of Implied Volatility in the Black and Scholes Model

i. j. kim; k. c. kim; r. ziskind, ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, v.2, pp.133 - 158, 1994-06

4
Time-Varying Bid-Ask Components of Nikkei 225 Index Futures on SIMEX

i. j. kim; k. s. ko; s. k. noh, PACIFIC BASIN FINANCE JOURNAL, v.10, pp.183 - 200, 2002

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