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Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition
Park, Hyungbin - In: Mathematics and financial economics 16 (2022) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10013167688
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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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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