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Valuing step barrier options and their icicled variations
Lee, Hangsuck; Ko, Bangwon; Song, Seongjoo - In: The North American journal of economics and finance : a … 49 (2019), pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
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Multi-step reflection principle and barrier options
Lee, Hangsuck; Lee, Gaeun; Song, Seongjoo - In: The journal of futures markets 42 (2022) 4, pp. 692-721
Persistent link: https://www.econbiz.de/10013187581
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Insurance guaranty premiums and exchange options
Lee, Hangsuck; Song, Seongjoo; Lee, Gaeun - In: Mathematics and financial economics 17 (2023) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10014226252
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Min-max multi-step barrier options and their variants
Lee, Hangsuck; Lee, Gaeun; Song, Seongjoo - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
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Multi-step double barrier options under time-varying interest rates
Lee, Hangsuck; Kye, Yisub; Kong, Byungdoo; Song, Seongjoo - 2025
Persistent link: https://www.econbiz.de/10015372649