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~person:"Kim, Yong-jin"
~subject:"Stochastic process"
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Kim, Yong-jin
Kim, Young Shin
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Effects of stochastic interest rates and volatility on contingent claims
Kunitomo, Naoto
;
Kim, Yong-jin
- In:
The Japanese economic review : the journal of the …
58
(
2007
)
1
,
pp. 71-106
Persistent link: https://www.econbiz.de/10003423229
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2
Option pricing under stochastic interest rates : an empirical investigation
Kim, Yong-jin
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10001722346
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3
Pricing options under stochastic interest rates : a new approach
Kim, Yong-jin
;
Kunitomo, Naoto
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10001506396
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