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Option pricing under stochastic interest rates : an empirical investigation
Kim, Yong-jin - In: Asia-Pacific financial markets 9 (2002) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10001722346
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Pricing options under stochastic interest rates : a new approach
Kim, Yong-jin; Kunitomo, Naoto - In: Asia-Pacific financial markets 6 (1999) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10001506396
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Effects of stochastic interest rates and volatility on contingent claims
Kunitomo, Naoto; Kim, Yong-jin - In: The Japanese economic review : the journal of the … 58 (2007) 1, pp. 71-106
Persistent link: https://www.econbiz.de/10003423229
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Prepayment behaviors of Japanese residential mortgages
Kishimoto, Naoki; Kim, Yong-Jin - In: Japan and the world economy : international journal of … 30 (2014), pp. 1-9
Persistent link: https://www.econbiz.de/10010462934