Showing results 7 to 10 of 10
Saddlepoint approximations for affine jump-diffusion models Glasserman, P; Kim, Kyoung-Kuk, JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, v.33, no.1, pp.15 - 36, 2009-01 |
Small-time smile for the multifactor volatility Heston model Ahn, Dohyun; Kim, Kyoung-Kuk; Kim, Younghoon, JOURNAL OF APPLIED PROBABILITY, v.57, no.4, pp.1070 - 1087, 2020-12 |
Stock Returns, Asymmetric Volatility, Risk Aversion, and Business Cycle: Some New Evidence, sei-wan kim; Lee, Bong Soo, ECONOMIC INQUIRY, v.46, no.2, pp.131 - 148, 2008-04 |
The sensitivity analysis of propagator for path independent quantum finance model Kim, Min-Jae; Hwang, Dong-Il; Lee, Sun-Young; Kim, Soo-Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.5, pp.847 - 863, 2011-03 |
Discover