Dong-Hyun Ahn

University of North Carolina at Chapel Hill

Assistant Professor

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

SCHOLARLY PAPERS

9

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CITATIONS
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Top 3,001

in Total Papers Citations

184

Scholarly Papers (9)

Pricing Discrete Barrier Options with an Adaptive Mesh Model

Number of pages: 24 Posted: 01 Jul 1999
Dong-Hyun Ahn, Stephen Figlewski and Bin Gao
University of North Carolina at Chapel Hill, New York University - Stern School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 1,298 (11,163)
Citation 4

Abstract:

Pricing Discrete Barrier Options with an Adaptive Mesh Model

Journal of Derivatives, Vol. 6, Summer 1999
Posted: 20 Sep 1999
Dong-Hyun Ahn, Stephen Figlewski and Bin Gao
University of North Carolina at Chapel Hill, New York University - Stern School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area

Abstract:

2.

Risk Adjustment and Trading Strategies

Number of pages: 60 Posted: 25 Jan 2001
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 861 (20,585)
Citation 29

Abstract:

3.
Downloads 802 ( 23,672)
Citation 101

Quadratic Term Structure Models: Theory and Evidence

AFA 2001 New Orleans
Number of pages: 52 Posted: 01 May 2000
University of North Carolina at Chapel Hill, University of Michigan, Stephen M. Ross School of Business and Duke University - Fuqua School of Business, Economics Group
Downloads 802 (23,290)
Citation 101

Abstract:

Quadratic Term Structure Models: Theory and Evidence

Review of Financial Studies, Forthcoming
Posted: 29 Jan 2002
University of North Carolina at Chapel Hill, University of Michigan, Stephen M. Ross School of Business and Duke University - Fuqua School of Business, Economics Group

Abstract:

Asset Pricing - Theoretical, Asset Pricing - Empirical, Term Structure of Interest Rates - Theoretical, Term Structure of Interest Rates - Empirical

Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns

Number of pages: 41 Posted: 11 Aug 1999
University of North Carolina at Chapel Hill, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University
Downloads 678 (29,538)
Citation 1

Abstract:

Behavioralize this! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns

NYU Working Paper No. FIN-99-040
Number of pages: 41 Posted: 11 Nov 2008
University of North Carolina at Chapel Hill, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University
Downloads 76 (265,886)
Citation 1

Abstract:

Behavioralize this! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns

NBER Working Paper No. w7214
Number of pages: 42 Posted: 12 Jul 2000
University of North Carolina at Chapel Hill, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University
Downloads 48 (338,098)
Citation 1

Abstract:

5.

Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations

EFMA 2001 Lugano Meetings
Number of pages: 45 Posted: 11 May 2001
University of North Carolina at Chapel Hill, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University
Downloads 403 (57,827)
Citation 16

Abstract:

6.

Basis Assets

AFA 2004 San Diego Meetings, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 52 Posted: 29 Nov 2003
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 374 (59,090)
Citation 15

Abstract:

Optimal Risk Management Using Options

NYU Working Paper No. FIN-98-001
Number of pages: 24 Posted: 07 Nov 2008
University of North Carolina at Chapel Hill, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University
Downloads 117 (198,532)
Citation 18

Abstract:

Optimal Risk Management Using Options

NBER Working Paper No. w6158
Number of pages: 45 Posted: 25 May 2006
University of North Carolina at Chapel Hill, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University
Downloads 66 (288,355)
Citation 18

Abstract:

Optimal Risk Management Using Options

Journal of Finance, Vol. LIV, Issue No. 1
Posted: 21 Dec 1997
University of North Carolina at Chapel Hill, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University

Abstract:

8.

Purebred or Hybrid: Reproducing the Volatility in Term Structure Dynamics

Journal of Econometrics, Forthcoming
Posted: 26 Nov 2001
University of North Carolina at Chapel Hill, University of Michigan, Stephen M. Ross School of Business, Duke University - Fuqua School of Business, Economics Group and University of North Carolina (UNC) at Chapel Hill - Finance Area

Abstract:

Asset Pricing - Theoretical, Asset Pricing - Empirical, Term Structure of Interest Rates - Empirical, Term Structure of Interest Rates - Theoretical

9.

A Parametric Non-Linear Model of Term Structure Dynamics

Review of Financial Studies, Vol. 12, Issue 4
Posted: 14 May 1999
Dong-Hyun Ahn and Bin Gao
University of North Carolina at Chapel Hill and University of North Carolina (UNC) at Chapel Hill - Finance Area

Abstract: