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 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) 0 1 1 8 0 2 3 39
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application 0 0 1 6 0 0 2 36
Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information 0 0 0 3 2 9 11 28
Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information 0 0 1 9 0 4 8 68
Pricing Corporate Defaultable Bond using Declared Firm Value 0 0 0 24 1 2 2 54
The Pricing of A Moving Barrier Option 0 0 0 31 1 5 6 70
The Pricing of Multiple-Expiry Exotics 0 0 1 11 1 5 7 125
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations 0 0 0 4 1 1 2 29
Total Working Papers 0 1 4 119 6 28 48 523


Statistics updated 2026-03-04