Concepedia

In Joon Kim

IJ

15

Publications

1.4K

Citations

12

H-Index

1990

Active since

Affiliations

Korea Advanced Institute of Science and Technology(Current)

Yonsei University

Samsung (South Korea)

Korea Institute for Advanced Study

In Joon Kim is an author at Korea Advanced Institute of Science and Technology specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingOption PricingEconomicsEngineeringFinancial EconomicsCorporate FinanceEconomic AnalysisVolatility Modeling

Publications per year

1990–2012

15

Publications

15

The Analytic Valuation of American Options

In Joon Kim · Review of Financial Studies · 1990 · 594 citations

Option Pricing, Economics, Valuation Formulas +11

Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model

In Joon Kim, Krishna Ramaswamy, Suresh Sundaresan · Financial Management · 1993 · 425 citations

Term Structure Model, Financial Risk Management, Corporate Liabilities +17

Foreign investors and corporate governance in Korea

In Joon Kim, Jiyeon Eppler-Kim, Wi Saeng Kim et al. · Pacific-Basin Finance Journal · 2010 · 106 citations

Ownership Structure, International Finance, International Capital Market +7

Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market

In Joon Kim, Sol Kim · Pacific-Basin Finance Journal · 2003 · 71 citations

Empirical Comparison, Economics, Multivariate Stochastic Volatility +11

An alternative approach to the valuation of American options and applications

In Joon Kim, G. George Yu · Review of Derivatives Research · 1996 · 33 citations

Option Pricing, Economics, Financial Economics +10

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