상세 보기
고방원
Bang won, Ko
자연과학대학
정보통계보험수리학과
자료 필터
자료유형
발행연도
2008 ~ 2025
2008 2025
키워드
언어
전체 33건 중 1번부터 10번까지의 결과를 표시합니다.
2025
2024
2023
Article
The pricing and static hedging of multi-step double barrier options
- Lee, Hangsuck ;
- Ko, Bangwon ;
- Lee, Minha
- 2023-07
- Finance Research Letters
- Elsevier Ltd
2022
Article
A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
- Lee, Hangsuck ;
- Lee, Minha ;
- Ko, Bangwon
- 2022-07
- North American Journal of Economics and Finance
- ELSEVIER SCIENCE INC
Article
Valuing lookback options with barrier
- Lee, Hangsuck ;
- Kim, Eunchae ;
- Ko, Bangwon
- 2022-04
- North American Journal of Economics and Finance
- ELSEVIER SCIENCE INC
2020
Article
On the mixtures of length-biased Weibull distributions for loss severity modeling
- Bae T. ;
- Ko B.
- 2020-06
- Journal of the Korean Statistical Society
- Springer
2019
Article
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
- Lee, H. ;
- Ahn, S. ;
- Ko, B.
- 2019-11
- North American Journal of Economics and Finance
- Elsevier Inc.
Article
Valuing step barrier options and their icicled variations
- Lee, H. ;
- Ko, B. ;
- Song, S.
- 2019-07
- North American Journal of Economics and Finance
- Elsevier Inc.
1