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Browsing by Ku, HyejinAuthor

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A comparative analysis of housing prices in different cities using the Black-Scholes and Jump Diffusion models

Oh, Sebeom; Ku, Hyejin; Jun, Doobae

ArticleIssue Date2022CitationFinance Research Letters, v.46PublisherElsevier BV

SCIESCOPUS

A Valuation Formula for Chained Options with n-Barriers open access

Choi, Won; Jun, Doobae; Ku, Hyejin

ArticleIssue Date2022CitationJournal of Mathematics, v.2022PublisherHindawi Publishing Corporation

SCISCIESCOPUS

Analytic solution for American barrier options with two barriers open access

Jun, Doobae; Ku, Hyejin

ArticleIssue Date2015CitationJOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, v.422, no.1, pp 408 - 423PublisherACADEMIC PRESS INC ELSEVIER SCIENCE

SSCISCOPUS

Closed-form solutions for options with random initiation under asset price monitoring

Jun, Doobae; Ku, Hyejin

ArticleIssue Date2017CitationFINANCE RESEARCH LETTERS, v.20, pp 68 - 74PublisherACADEMIC PRESS INC ELSEVIER SCIENCE

SCIESCOPUS

Sequence-based clustering applied to long-term credit risk assessment

Le, Richard; Ku, Hyejin; Jun, Doobae

ArticleIssue Date2021CitationExpert Systems with Applications, v.165PublisherPergamon Press Ltd.

SSCISCOPUS

Static hedging of chained-type barrier options

Jun, Doobae; Ku, Hyejin

ArticleIssue Date2015CitationNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.33, pp 317 - 327PublisherELSEVIER SCIENCE INC

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Browsing by Ku, HyejinAuthor

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