Kihun Nam

Monash University

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

43

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Correlated Time-Changed Lévy Processes

Number of pages: 43 Posted: 18 Aug 2018 Last Revised: 15 Jun 2019
Hasan Fallahgoul and Kihun Nam
Monash University and Monash University
Downloads 27 (482,659)

Abstract:

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Jumps, Time Changes, Business Time

2.

Time-Changed Lévy Processes and Option Pricing: A Critical Comment

Number of pages: 7 Posted: 20 Jun 2019
Hasan Fallahgoul and Kihun Nam
Monash University and Monash University
Downloads 16 (545,640)

Abstract:

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Lévy process, time changes, asset returns