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Credit spreads with jump risks and stationary leverage ratio
Kim, Hwa-sung - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10009958506
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Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo; Kim, Hwa-Sung - In: The journal of futures markets 24 (2004) 7, pp. 631-648
Persistent link: https://www.econbiz.de/10006817618
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Executive bonus compensation when abnormal earnings and the state of the economy are correlated
Kim, Hwa-Sung - In: Economic modelling 32 (2013), pp. 58-65
Persistent link: https://www.econbiz.de/10010109546
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Moments of claims in a Markovian environment
Kim, Bara; Kim, Hwa-Sung - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 485-497
Persistent link: https://www.econbiz.de/10007604752
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A risk model with paying dividends and random environment
Kim, Bara; Kim, Hwa-Sung; Kim, Jeongsim - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 717-726
Persistent link: https://www.econbiz.de/10007988406
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An efficient approximation method for American exotic options
Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-Sung; Kim, In Joon - In: The journal of futures markets 27 (2007) 1, pp. 29-60
Persistent link: https://www.econbiz.de/10007391731
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A risk model with paying dividends and random environment
Kim, Bara; Kim, Hwa-Sung; Kim, Jeongsim - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 717-727
Persistent link: https://www.econbiz.de/10008879700
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Pricing counterparty default risks: Applications to FRNs and vulnerable options
Kang, Jangkoo; Kim, Hwa-Sung - In: International review of financial analysis 14 (2005) 3, pp. 376
Persistent link: https://www.econbiz.de/10007149604