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 0 2 54
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 5 2 2 3 27
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application 0 0 0 5 2 2 4 27
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 1 1 1 7 1 1 4 48
Pricing Corporate Defaultable Bond using Declared Firm Value 0 0 1 24 0 0 2 37
The Pricing of A Moving Barrier Option 0 0 0 27 0 0 2 45
The Pricing of Multiple-Expiry Exotics 0 0 1 9 0 0 1 95
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations 0 0 0 4 0 0 2 18
Total Working Papers 1 1 4 103 5 5 20 363


Statistics updated 2019-11-03