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 3 7 74
Comprehensive Unified Models of Structural and Reduced Form Models for Defaultable Fixed Income Bonds (Part 1: One factor-model, Part 2:Two factors-model) 1 1 1 8 1 1 2 38
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application 0 0 1 6 0 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 2 3 4 21
Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information 0 0 1 9 2 5 7 66
Pricing Corporate Defaultable Bond using Declared Firm Value 0 0 0 24 1 1 1 53
The Pricing of A Moving Barrier Option 0 0 0 31 3 3 6 68
The Pricing of Multiple-Expiry Exotics 0 0 1 11 2 3 4 122
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations 0 0 0 4 0 0 1 28
Total Working Papers 1 1 4 119 11 20 35 506


Statistics updated 2026-01-09