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Closed-form solutions for valuing partial lookback options with random initiation
Kim, Geonwoo; Jeon, Junkee - In: Finance research letters 24 (2018), pp. 321-327
Persistent link: https://www.econbiz.de/10011982667
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Pricing European continuous-installment strangle options
Jeon, Junkee; Kim, Geonwoo - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012204447
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Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee; Kim, Geonwoo - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
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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 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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Closed form valuation of American chained knock-in options
Han, Heejae; Jeon, Junkee; Kang, Myungjoo - In: Finance research letters 17 (2016), pp. 176-185
Persistent link: https://www.econbiz.de/10011596280
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An analytic approximation for valuation of the American option under the Heston model in two regimes
Jeon, Junkee; Huh, Jeonggyu; Park, Kyunghyun - In: Computational economics 56 (2020) 2, pp. 499-528
Persistent link: https://www.econbiz.de/10012272044
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Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities
Jeon, Junkee; Kwak, Minsuk - In: Insurance / Mathematics & economics 83 (2018), pp. 93-109
Persistent link: https://www.econbiz.de/10011944103
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On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo; Lim, Hyuncheul; Lee, Sungchul - In: Review of derivatives research 18 (2015) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10011414105