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Publications
1
Citations
17
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Active since
2011
Kum-Hwan Roh is an author specializing in stochastic valuation models, risk theory, and economics.
Publications per year
2011–2011
An analytic valuation method for multivariate contingent claims with regime-switching volatilities
Ji Hee Yoon, Bong‐Gyu Jang, Kum-Hwan Roh · Operations Research Letters · 2011 · 17 citations
Business, Economics, Finance +15
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