Pricing formula for a Barrier call option based on stochastic delay differential equation
Kim, Kyong-Hui, Kim, Jong-Kuk, Sin, Myong Guk
Published in Statistics & probability letters (01.02.2024)
Published in Statistics & probability letters (01.02.2024)
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Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model
Kim, Kyong-Hui, Kim, Su-Hyang, Jo, Ho-Bom
Published in Journal of computational and applied mathematics (15.12.2022)
Published in Journal of computational and applied mathematics (15.12.2022)
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Pricing formula of Lookback option in stochastic delay differential equation model
Il-Kwang, Paek, Chol-Su, Kang, Kyong-Hui, Kim
Published in Statistics & probability letters (01.01.2025)
Published in Statistics & probability letters (01.01.2025)
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Journal Article