Concepedia
Statistics
Publications
7
Citations
182
H-Index
Active since
2007
Affiliations
University of Iowa(Current)
Soongsil University
Sungkyunkwan University
Bangwon Ko is an author at University of Iowa specializing in financial economics, stochastic processes, and finance.
Publications per year
2007–2019
Sums of Dependent Nonnegative Random Variables with Subexponential Tails
Bangwon Ko, Qihe Tang · Journal of Applied Probability · 2008 · 87 citations · Full text
Natural Sciences, Mathematics, Probability Theory +9
Pricing maturity guarantee with dynamic withdrawal benefit
Bangwon Ko, Elias S. W. Shiu, Wei Li · Insurance Mathematics and Economics · 2010 · 24 citations
Management, Finance, Financial Management +6
Valuing step barrier options and their icicled variations
Hangsuck Lee, Bangwon Ko, Seongjoo Song · The North American Journal of Economics and Finance · 2018 · 23 citations
Public Affairs, Industrial Engineering, Optimization +2
“Stochastic Annuities,” Daniel Dufresne, January 2007
Bangwon Ko, Andrew Cheuk-Yin Ng · North American Actuarial Journal · 2007 · 12 citations
Business, Economics, Insurance +17
Valuing equity-indexed annuities with icicled barrier options
Hangsuck Lee, Bangwon Ko · Journal of the Korean Statistical Society · 2018 · 12 citations
Business, Finance, Financial Management +13
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