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The pricing of foreign currency options under jump-diffusion processes
Ahn, Chang Mo; Cho, D.Chinhyung; Park, Keehwan - In: The journal of futures markets 27 (2007) 7, pp. 669-696
Persistent link: https://www.econbiz.de/10007740904
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The effect of time complementarity on consumption smoothing and the equity premium
Ahn, Chang Mo; Kim, In Joon - In: Research in finance 18 (2000), pp. 153-168
Persistent link: https://www.econbiz.de/10009943476
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An empirical study of credit spreads in an emerging market: The case of Korea
Park, Keehwan; Ahn, Chang Mo; Kim, Dohyeon; Kim, Saekwon - In: Pacific-Basin finance journal 21 (2013) 1, pp. 952-966
Persistent link: https://www.econbiz.de/10010053301
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Optimal hedged portfolios: the case of jump-diffusion risks
Park, Keehwan; Ahn, Chang Mo; Fujihara, Roger - In: Journal of international money and finance 12 (1993) 5, pp. 493-510
Persistent link: https://www.econbiz.de/10006953156
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Imported input price, the current account and macroeconomic adjustment
Ahn, Chang-mo - In: The Korean economic review 12 (1996) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10009934320