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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Lee, Hangsuck"
~subject:"Experiment"
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Esscher transform
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Option pricing theory
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Lee, Hangsuck
Ko, Bangwon
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Asia-Pacific financial markets
The North American journal of economics and finance : a journal of financial economics studies
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Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
2
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
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