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 1 5 11 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 1 4 40
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application 0 0 1 6 2 3 5 39
Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information 0 0 0 3 0 1 12 29
Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information 0 0 1 9 1 4 12 72
Pricing Corporate Defaultable Bond using Declared Firm Value 0 0 0 24 0 1 3 55
The Pricing of A Moving Barrier Option 0 1 1 32 0 1 7 71
The Pricing of Multiple-Expiry Exotics 0 0 1 11 0 3 10 128
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations 0 0 0 4 0 1 3 30
Total Working Papers 0 1 5 120 4 20 67 543


Statistics updated 2026-06-04