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Credit risk
Option pricing theory
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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Valuing options with hybrid default risk under the stochastic volatility model
Yun, Ana
;
Kim, Geonwoo
- In:
Finance research letters
72
(
2025
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015207074
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Pricing of vulnerable options with early counterparty credit risk
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 645-656
Persistent link: https://www.econbiz.de/10012120148
Saved in:
3
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
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