Access Statistics for Hyong-Chol O

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical Pricing of Defaultable Bond with Stochastic Default Intensity 0 0 0 23 0 0 2 67
Comprehensive Unified Models of Structural and Reduced Form Models for Defaultable Fixed Income Bonds (Part 1: One factor-model, Part 2:Two factors-model) 0 0 0 7 0 0 1 36
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application 0 0 0 5 1 1 1 34
Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information 0 0 0 3 0 0 0 17
Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information 0 0 0 8 1 1 2 60
Pricing Corporate Defaultable Bond using Declared Firm Value 0 0 0 24 0 1 1 52
The Pricing of A Moving Barrier Option 0 0 0 31 0 2 2 64
The Pricing of Multiple-Expiry Exotics 0 0 0 10 0 0 0 118
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations 0 0 0 4 0 0 0 27
Total Working Papers 0 0 0 115 2 5 9 475


Statistics updated 2025-03-03