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  1. 1
    Multiscale Analysis on the Pricing of Intensity-Based Defaultable Bonds

    Multiscale Analysis on the Pricing of Intensity-Based Defaultable Bonds by Sun-Hwa Cho, Jeong-Hoon Kim, Yong-Ki Ma

    Published 2013-01-01
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  2. 2
    Turbo Warrants under Hybrid Stochastic and Local Volatility

    Turbo Warrants under Hybrid Stochastic and Local Volatility by Min-Ku Lee, Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Hwa Cho

    Published 2014-01-01
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