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An exact pricing error of the APT within the arbitrage framework
Ahn, Chang-mo - In: Seoul journal of economics 12 (1999) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10001387326
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Pricing risk-adjusted guaranty insurance for systematic catastrophes
Ahn, Chang-mo - In: Seoul journal of economics 8 (1995) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10001190957
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Time complementarity and the behavior of asset returns
Ahn, Chang-mo - In: Seoul journal of economics 3 (1990) 3, pp. 263-291
Persistent link: https://www.econbiz.de/10001109429
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Pricing call options under stochastic volatilities
Ahn, Chang-mo; Cho, D. C. - In: Seoul journal of economics 15 (2002) 4, pp. 499-528
Persistent link: https://www.econbiz.de/10001959451
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The pricing of option on bond forwards
Ahn, Chang-mo; Cho, D. C. - In: Seoul journal of economics 18 (2005) 4, pp. 355-369
Persistent link: https://www.econbiz.de/10003289750