Hyungsok Ahn
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Person:1000481
Available identifiers
zbMath Open ahn.hyungsokMaRDI QIDQ1000481
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| 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
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