Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate

by Ji-Hun Yoon
Published 2014-01-01

Modeling and Risk Analysis Using Parametric Distributions with an Application in Equity-Linked Securities

by Sun-Yong Choi, Ji-Hun Yoon
Published 2020-01-01

Closed-form pricing formula for foreign equity option with credit risk

by Donghyun Kim, Ji-Hun Yoon, Geonwoo Kim
Published 2021-07-01

Pricing of Fixed-Strike Lookback Options on Assets with Default Risk

by Sun-Yong Choi, Ji-Hun Yoon, Junkee Jeon
Published 2019-01-01

Turbo Warrants under Hybrid Stochastic and Local Volatility

by Min-Ku Lee, Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Hwa Cho
Published 2014-01-01