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 2 4 11 78
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 8 1 1 4 40
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application 0 0 1 6 1 1 3 37
Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information 0 0 0 3 1 3 12 29
Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information 0 0 1 9 1 3 11 71
Pricing Corporate Defaultable Bond using Declared Firm Value 0 0 0 24 1 2 3 55
The Pricing of A Moving Barrier Option 1 1 1 32 1 2 7 71
The Pricing of Multiple-Expiry Exotics 0 0 1 11 3 4 10 128
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations 0 0 0 4 1 2 3 30
Total Working Papers 1 1 5 120 12 22 64 539


Statistics updated 2026-05-06