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 1 2 5 72
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 37
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application 0 0 1 6 1 1 3 36
Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information 0 0 0 3 0 1 1 18
Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information 0 0 1 9 2 2 4 63
Pricing Corporate Defaultable Bond using Declared Firm Value 0 0 0 24 0 0 1 52
The Pricing of A Moving Barrier Option 0 0 0 31 0 0 3 65
The Pricing of Multiple-Expiry Exotics 0 1 1 11 1 2 2 120
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations 0 0 0 4 0 1 1 28
Total Working Papers 0 1 3 118 5 9 21 491


Statistics updated 2025-11-08