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Liquidity risk with coherent risk measures
Ku, Hyejin - In: Applied mathematical finance 13 (2006) 2, pp. 131-141
Persistent link: https://www.econbiz.de/10003331418
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Valuation of European options in the market with daily price limit
Ban, Junhwa; Choi, Hyeong In; Ku, Hyejin - In: Applied mathematical finance 7 (2000) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001546120
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Efficient option valuation using trees
Heath, David C.; Herzel, Stefano - In: Applied mathematical finance 9 (2002) 3, pp. 163-178
Persistent link: https://www.econbiz.de/10001718678
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Valuation of European options in the market with daily price limit
Ban, Junhwa; Choi, Hyeong In; Ku, Hyejin - In: Applied mathematical finance 7 (2000) 1, pp. 61
Persistent link: https://www.econbiz.de/10008217385
Cover Image
Liquidity Risk with Coherent Risk Measures
Ku, Hyejin - In: Applied mathematical finance 13 (2006) 2, pp. 131-142
Persistent link: https://www.econbiz.de/10008222274