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Browsing by  AuthorSeungkyu Lee

전체 가 나 다 라 마 바 사 아 자 차 카 타 파 하
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Showing results 1 to 3 of 3
Article
An Iterative Method for American Put Option Pricing under a CEV ModelKCI

대한산업공학회지, vol. 38, no. 4, 2012-12

Article
Psychological barriers and option pricingSSCISCOPUS

Journal of Futures Markets, vol. 35, no. 1, page. 52 - 74, 2015-01

Article
Robust Consumption and Portfolio Rules with Time-Varying Model Confidence (accepted)SSCISCOPUS

Finance Research Letters, vol. 18, page. 342 - 352, 2016-08

1
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