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 20 0 1 3 57
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 1 6 1 1 3 30
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application 0 0 0 5 0 0 1 28
Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information 0 0 0 2 0 0 0 12
Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information 0 0 0 7 1 1 4 52
Pricing Corporate Defaultable Bond using Declared Firm Value 0 0 0 24 0 1 3 40
The Pricing of A Moving Barrier Option 0 0 0 27 1 1 3 48
The Pricing of Multiple-Expiry Exotics 0 0 0 9 1 1 7 102
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations 0 0 0 4 1 1 3 21
Total Working Papers 0 0 1 104 5 7 27 390


Statistics updated 2020-11-03