The following pages link to Hyungsok Ahn (Q1000481):
Displaying 8 items.
- Exotic passport options (Q1000482) (← links)
- Option replication with transaction costs: general diffusion limits (Q1296601) (← links)
- Semimartingale integral representation (Q1356375) (← links)
- (Q4311848) (← links)
- Optimal hedging strategies for misspecified asset price models (Q4541577) (← links)
- Various passport options and their valuation (Q4541582) (← links)
- The euler scheme for anticipating stochastic differential equations (Q4715824) (← links)
- Optimal Filtering of a Gaussian Signal in the Presence of Lévy Noise (Q4943903) (← links)