The following pages link to Hyejin Ku (Q345983):
Displaying 16 items.
- Option replication in discrete time with the cost of illiquidity (Q345984) (← links)
- Analytic solution for American barrier options with two barriers (Q458329) (← links)
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- Valuation of American partial barrier options (Q744405) (← links)
- Cross a barrier to reach barrier options (Q764941) (← links)
- Consistency among trading desks (Q854281) (← links)
- Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233) (← links)
- Reducing systemic risk in a multi-layer network using reinforcement learning (Q2675921) (← links)
- PRICING CHAINED OPTIONS WITH CURVED BARRIERS (Q2851563) (← links)
- Digital barrier option contract with exponential random time (Q2874012) (← links)
- Randomized stopping times and coherent multiperiod risk measures (Q3017918) (← links)
- Liquidity Risk with Coherent Risk Measures (Q3424330) (← links)
- Valuation of European options in the market with daily price limit (Q4541588) (← links)
- VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS (Q4822728) (← links)
- Pareto Equilibria with coherent measures of risk (Q4827309) (← links)
- (Q4896369) (← links)
