Kyong-Hui Kim

MaRDI QIDQ2081747zbMATH OpenFDO

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
Pricing formula for a barrier call option based on stochastic delay differential equation Statistics & Probability Letters	2024-02-12	Paper
Pricing formula for exchange option based on stochastic delay differential equation with jumps Probability in the Engineering and Informational Sciences	2022-11-22	Paper
Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations Statistics & Probability Letters	2022-09-30	Paper
Efficient hedging currency options in fractional Brownian motion model with jumps Physica A	2022-08-17	Paper
Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model Journal of Computational and Applied Mathematics	2022-08-04	Paper
Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients Physica A	2022-07-22	Paper
scientific article; zbMATH DE number 6520216 (Why is no real title available?)	2015-12-11	Paper
A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms (available as arXiv preprint)	2015-08-27	Paper
Efficient hedging in general Black-Scholes model (available as arXiv preprint)	2015-04-17	Paper
Asymptotic Normality of Estimates in Flexible Seasonal Time Series Model with Weak Dependent Error Terms	2013-03-20	Paper

Research outcomes over time

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