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Option pricing when jump risk is systematic
Ahn, Chang-mo - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 299-308
Persistent link: https://www.econbiz.de/10001143966
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The impact of jump risks on nominal interest rates and foreign exchange rates
Ahn, Chang-mo - In: Review of quantitative finance and accounting 2 (1992) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10001123568
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An analysis of some aspects of regulatory risk and the required rate of return for public utilities
Ahn, Chang-mo - In: Journal of regulatory economics 1 (1989) 3, pp. 241-257
Persistent link: https://www.econbiz.de/10001075603
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Time-varying risk preference and consumption asset pricing model
Ahn, Chang-mo - In: Research in finance 9 (1991), pp. 21-36
Persistent link: https://www.econbiz.de/10001120696