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Disentangling the coefficient of relative risk aversion from the elasticity of intertemporal substitution : an irrelevance result
Kocherlakota, Narayana Rao, (1990)
Preference parameters and behavioral heterogeneity : an experimental approach in the health and retirement study
Barsky, Robert B., (1997)
More than risk reduction : the investment appeal of insurance
Connor, Robert Alan, (1996)
Pricing call options under stochastic volatilities
Ahn, Chang-mo, (2002)
The pricing of option on bond forwards
Ahn, Chang-mo, (2005)
The pricing of foreign currency options under jump-diffusion processes
Ahn, Chang-mo, (2007)