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Sensitivity analysis of long-term cash flows
Park, Hyungbin - In: Finance and stochastics 22 (2018) 4, pp. 773-825
Persistent link: https://www.econbiz.de/10011946563
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Robust long-term growth rate of expected utility for leveraged ETFs
Leung, Tim; Park, Hyungbin; Yeo, Heejun - In: Mathematics and financial economics 18 (2024) 4, pp. 671-705
Persistent link: https://www.econbiz.de/10015189218
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The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun; Park, Hyungbin - In: Finance research letters 13 (2015), pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
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Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Leung, Tim; Park, Hyungbin - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-33
Persistent link: https://www.econbiz.de/10011734273
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An integral representation of elasticity and sensitivity for stochastic volatility models
Cui, Zhenyu; Nguyen, Duy; Park, Hyungbin - In: Mathematics and financial economics 12 (2018) 2, pp. 249-274
Persistent link: https://www.econbiz.de/10011963852
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Conditions for bubbles to arise under heterogeneous beliefs
Lee, Seunghyun; Park, Hyungbin - In: Quantitative finance 22 (2022) 3, pp. 409-421
Persistent link: https://www.econbiz.de/10013167765