Author:
Kim Donghyun,Kim Geonwoo,Yoon Ji-Hun
Subject
Economics and Econometrics,Finance
Reference32 articles.
1. Exchange option pricing under stochastic volatility: a correlation expansion;Antonelli;Review of Derivatives Research,2010
2. Valuing corporate securities: Some effects of bond indenture provisions;Black;The Journal of Finance,1976
3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
4. Image options and the road to barriers;Buchen;Risk Management,2001
5. A new method of pricing lookback options;Buchen;Mathematical Finance: An International Journal of Mathematics, Statistics and Financial Economics,2005
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献