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 1 9 79
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 0 0 3 40
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application 0 0 0 6 0 2 4 39
Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information 0 0 0 3 0 0 12 29
Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information 0 0 0 9 0 1 11 72
Pricing Corporate Defaultable Bond using Declared Firm Value 0 0 0 24 0 0 3 55
The Pricing of A Moving Barrier Option 0 0 1 32 0 0 6 71
The Pricing of Multiple-Expiry Exotics 0 0 1 11 1 1 11 129
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations 0 0 0 4 0 0 3 30
Total Working Papers 0 0 3 120 1 5 62 544


Statistics updated 2026-08-07