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~person:"Kunitomo, Naoto"
~subject:"Konsumentenverhalten"
~subject:"Portfolio selection"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Konsumentenverhalten
Portfolio selection
Stochastic process
Interest rate
2
Stochastischer Prozess
2
Zins
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Black-Scholes model
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Black-Scholes-Modell
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Aufsatz in Zeitschrift
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Kunitomo, Naoto
Kim, Young Shin
21
Fabozzi, Frank J.
7
Račev, Svetlozar T.
7
Kim, Young
4
Kim, Yong-jin
3
Kurosaki, Tetsuo
3
Kim, Yangseon
2
Kim, Youngju
2
Lee, Yong-Ki
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Lee, Yong-ki
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Li, Tiantian
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Mittnik, Stefan
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Park, Jiho
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Schmidt, Peter
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Stoyanov, Stoyan V.
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Ahn, Kwanghoon
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Anand, Abhinav
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Armstrong, Cosette M. Joyner
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Arora, Neeraj
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Arroyo, Christian Camilo
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Bekri, Mahmoud
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Biswas, Dipayan
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Chang, Byeong-Yun
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Chang, Kyungro
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Chintagunta, Pradeep K.
1
Cho, Jihoon
1
Choi, Jeang-gu
1
Chun, Hyunbae
1
Chung, Namho
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Connell, Kim Y. Hiller
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Djurić, Petar M.
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Douady, Raphaël
1
Fallahgoul, Hasan A.
1
Fan, Qi
1
Giacometti, Rosella
1
Gim, Yong chan
1
Glimm, James
1
Hiller Connell, Kim Y.
1
Hwang, Jaewon
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Asia-Pacific financial markets
1
The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
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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
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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