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 Asia-Pacific Financial Markets | 2009-02-06 | Paper |
| Various passport options and their valuation Applied Mathematical Finance | 2002-09-05 | Paper |
| Optimal hedging strategies for misspecified asset price models Applied Mathematical Finance | 2002-09-04 | Paper |
| Optimal Filtering of a Gaussian Signal in the Presence of Lévy Noise SIAM Journal on Applied Mathematics | 2000-03-19 | Paper |
| Option replication with transaction costs: general diffusion limits The Annals of Applied Probability | 1999-11-23 | Paper |
| Semimartingale integral representation The Annals of Probability | 1997-11-10 | Paper |
| The euler scheme for anticipating stochastic differential equations Stochastics and Stochastic Reports | 1997-02-24 | Paper |
| scientific article; zbMATH DE number 679803 (Why is no real title available?) | 1995-05-02 | Paper |
| scientific article; zbMATH DE number 679803 (Why is no real title available?) | 1995-05-02 | Paper |
Research outcomes over time
This page was built for person: Hyungsok Ahn
