In Joon Kim

Yonsei University - School of Business

Hyundai Motors Professor of Finance

Seoul

Korea, Republic of (South Korea)

  • Yonsei University - School of Business

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    • Tel: 822-2123-5489
    • Fax: 822-364-7828
SCHOLARLY PAPERS

5

DOWNLOADS

674

TOTAL CITATIONS

4

Scholarly Papers (5)

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1.

Is Informed Trading Different Across Investor Types?

Number of pages: 33 Posted: 25 Aug 2015
Hyejin Park, Kee H. Chung and In Joon Kim
Yonsei University - School of Business, State University of New York at Buffalo - School of Management and Yonsei University - School of Business
Downloads 231 (263,673)
Citation 1

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Informed trading, Investor types, PIN, Trade initiator, Institutional investors, Foreign investors

2.

Time Costs of Risky Asset Management: Dynamic Portfolio Choice and Limited Participation

EFA 2006 Zurich Meetings Paper
Number of pages: 56 Posted: 25 May 2006
Dong-Hyun Ahn, In Joon Kim and Sun-Joong Yoon
Seoul National University - School of Economics, Yonsei University - School of Business and Hallym University - Department of Finance
Downloads 227 (268,026)
Citation 3

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Time cost, opportunity cost, monitoring cost, full income approach, portfolio choice, time allocation, leisure-labor choice, limited participation

3.

New Bounds on American Option Prices

KAIST College of Business Working Paper Series No. 2007-009
Number of pages: 35 Posted: 12 Oct 2007
In Joon Kim, Geun Hyuk Chang and Suk-Joon Byun
Yonsei University - School of Business, Woori Bank and Korea Advanced Institute of Science and Technology (KAIST) - Financial Engineering
Downloads 216 (282,196)

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American option, Optimal exercise boundary, Approximation, Bound, Cap

4.

A Simple Iterative Method for the Valuation of American Options

Forthcoming, Quantitative Finance
Posted: 28 Apr 2006 Last Revised: 22 May 2012
In Joon Kim, Bong-Gyu Jang and Kyeong Tae Kim
Yonsei University - School of Business, Pohang University of Science and Technology (POSTECH) and POSTECH

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American option, iteration, exercise boundary, early exercise premium, numerical method

5.

Optimal Exercise Boundary in a Binomial Option Pricing Model

Posted: 03 Nov 2000
In Joon Kim and Suk Joon Byoon
Yonsei University - School of Business and affiliation not provided to SSRN

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