Jiho Park

State University of New York, SUNY at Stony Brook University, College of Business

306 Harriman Hall

Stony Brook, NY 11794

United States

SCHOLARLY PAPERS

2

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Online Appendix to: Quanto Option Pricing with Lévy Models

Posted: 10 Jul 2016 Last Revised: 02 Apr 2018
Monash UniversityMonash University, College of Business, Stony Brook University, Johns Hopkins University - Carey Business School and State University of New York, SUNY at Stony Brook University, College of Business

Abstract:

Loading...

Quanto option pricing, L'evy process, stable and tempered stable process, subordinator

2.

Quanto Option Pricing with Lévy Models

Posted: 20 Jun 2016 Last Revised: 02 Apr 2018
Monash UniversityMonash University, College of Business, Stony Brook University, Johns Hopkins University - Carey Business School and State University of New York, SUNY at Stony Brook University, College of Business

Abstract:

Loading...

Quanto option pricing, L'evy process, stable and tempered stable process, subordinator