Geun Hyuk Chang

Woori Bank

Yoido Finance Tower

23-8, Yoido-dong, Youngdeungpo-gu

Seoul, 150-876

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

1

DOWNLOADS

217

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

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 217 (284,944)

Abstract:

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