Browse "RIMS Collection" by Author Jang B.-G.

Showing results 1 to 3 of 3

1
A first-passage-time model under regime-switching market environment

Kim M.A.; Jang B.-G.; Lee H.-S., JOURNAL OF BANKING & FINANCE, v.32, no.12, pp.2617 - 2627, 2008

2
A new interpolatory type quadrature rule for weighted Cauchy principal value integrals

Jang B.-G.; Lee H.; Kum H.R., JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, v.10, no.3, pp.271 - 281, 2008

3
Analytic valuation formulas for range notes and an affine term structure model with jump risks

Jang B.-G.; Yoon J.H., JOURNAL OF BANKING & FINANCE, v.34, no.9, pp.2132 - 2145, 2010

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