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Elsevier电子期刊(5)
在“
Elsevier电子期刊
”中,
命中:
5
条,耗时:小于0.01 秒
在所有数据库中总计命中:
5
条
1.
Analytic solution for American strangle options using Laplace-Carson transforms
作者:
Myungjoo Kang
;
Junkee
Jeon
;
hollman@snu.ac.kr
;
Heejae Han
;
Somin Lee
关键词:
American strangle options
;
Free boundary problems
;
Laplace&ndash
;
Carson transforms
;
Numerical Laplace inversion
刊名:Communications in Nonlinear Science and Numerical Simulation
出版年:2017
2.
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation
作者:
Junkee
Jeon
;
hollman@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Heejae Han
;
Myungjoo Kang
关键词:
Free boundary problem
;
Integral equation
;
American floating strike lookback option
;
Perpetual American floating strike lookback option
;
Neumann problem
;
Mellin transform
刊名:Journal of Computational and Applied Mathematics
出版年:2017
3.
An integral equation representation approach for valuing Russian options with a finite time horizon
作者:
Junkee
Jeon
;
Heejae Han
;
Hyeonuk Kim
;
Myungjoo Kang
;
mkang@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
Russian option
;
Free boundary problem
;
Integral equation
;
Mixed boundary condition
;
Recursive integration method
;
Mellin transform
刊名:Communications in Nonlinear Science and Numerical Simulation
出版年:2016
4.
Pricing chained dynamic fund protection
作者:
Heejae Han
;
Junkee
Jeon
;
hollman@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Myungjoo Kang
关键词:
Dynamic fund protection
;
Chained option
;
Reflection principle
;
Hitting time
刊名:The North American Journal of Economics and Finance
出版年:2016
5.
Closed form valuation of American chained knock-in options
作者:
Heejae Han
;
Junkee
Jeon
;
hollman@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Myungjoo Kang
关键词:
Chained options
;
Knock-in options
;
American barrier options
;
Reflection principle
刊名:Finance Research Letters
出版年:2016
1
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2017年(2)
2016年(3)
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