Hyungsok Ahn
From MaRDI portal
Person:1000481
Available identifiers
zbMath Open ahn.hyungsokMaRDI QIDQ1000481
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Exotic passport options | 2009-02-06 | Paper |
Various passport options and their valuation | 2002-09-05 | Paper |
Optimal hedging strategies for misspecified asset price models | 2002-09-04 | Paper |
Optimal Filtering of a Gaussian Signal in the Presence of Lévy Noise | 2000-03-19 | Paper |
Option replication with transaction costs: general diffusion limits | 1999-11-23 | Paper |
Semimartingale integral representation | 1997-11-10 | Paper |
The euler scheme for anticipating stochastic differential equations | 1997-02-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4311848 | 1995-05-02 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Hyungsok Ahn