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~isPartOf:"Journal of financial economics"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~person:"Kim, In-joon"
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Kim, In-joon
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Journal of financial economics
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An efficient approximation method for American exotic options
Chang, Geunhyuk
;
Kang, Jangkoo
;
Kim, Hwa-sung
;
Kim, In-joon
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 29-59
Persistent link: https://www.econbiz.de/10003492996
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Is it important to consider the jump component for pricing and hedging short-term options?
Kim, In-joon
;
Kim, Sol
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 989-1009
Persistent link: https://www.econbiz.de/10003185617
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