The following pages link to Oh Kang Kwon (Q186808):
Displaying 16 items.
- Moduli space for Gaussian term structure models with finite dimensional realizations (Q543049) (← links)
- Duration, factor sensitivities, and interest rate Greeks (Q665789) (← links)
- On the equivalence of a class of affine term structure models (Q666298) (← links)
- A complete Markovian stochastic volatility model in the HJM framework (Q1000522) (← links)
- Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354) (← links)
- Classes of interest rate models under the HJM framework (Q1415420) (← links)
- Finite dimensional affine realisations of HJM models in terms of forward rates and yields (Q1421716) (← links)
- Irreducible representations of braid groups via quantized enveloping algebras (Q1921936) (← links)
- A cumulative prospect theory explanation of gamblers cashing-out (Q2244633) (← links)
- LEAST SQUARES MONTE CARLO CREDIT VALUE ADJUSTMENT WITH SMALL AND UNIDIRECTIONAL BIAS (Q2953307) (← links)
- Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series (Q5093697) (← links)
- A Probability Scoring Rule for Simultaneous Events (Q5121288) (← links)
- An algorithm for projecting onto simplicial cones (Q5151504) (← links)
- Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models (Q5459527) (← links)
- Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model (Q5936316) (← links)
- Statistical properties of co-quantiles and their applications to momentum spillovers (Q6597448) (← links)
