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Kim, Kyeong Tae's
Scholarly Papers
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Total Downloads
86 |
Total
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Jang, Bong-Gyu POSTECH Kim, Changki Korea University Business School (KUBS) Kim, Kyeong Tae POSTECH Lee, Seungkyu Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering Shin, Dong-Hoon Korea University
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86
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psychological barrier, option pricing, complete market, threshold model, regime switch, delta hedge
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Kim, In Joon Yonsei University - School of Business Jang, Bong-Gyu POSTECH Kim, Kyeong Tae POSTECH
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28 Apr 06
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Last Revised:
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22 May 12
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American option, iteration, exercise boundary, early exercise premium, numerical method
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