Concepedia
Statistics
Publications
16
Citations
134
Authors
1
Location
Daegu, South Korea
Also known as KFMA · 한국 재무 관리 협회
Korean Financial Management Association is a other institution in Daegu, South Korea known for finance, financial economics, and business.
Top concepts
FinanceFinancial EconomicsBusinessEconomicsOption PricingStochastic ProcessesStochastic Volatility ModelsStock MarketsFinancial MarketsImplied Volatility
Pricing external barrier options under a stochastic volatility model
Donghyun Kim, Ji‐Hun Yoon, Chang-Rae Park · Journal of Computational and Applied Mathematics · 2021 · 25 citations
Business, Finance, Financial Management +14
A multiscale extension of the Margrabe formula under stochastic volatility
Jeong‐Hoon Kim, Chang-Rae Park · Chaos Solitons & Fractals · 2017 · 20 citations
Engineering, Finance, Financial Economics +9
An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model
Junkee Jeon, Ji‐Hun Yoon, Chang-Rae Park · Journal of Mathematical Analysis and Applications · 2016 · 18 citations
Business, Finance, Financial Management +16
Asia-Pacific Stock Market Integration: New Evidence by Incorporating Regime Changes
Sei-Wan Kim, Young‐Min Kim, Moon-Jung Choi · Emerging Markets Finance and Trade · 2015 · 16 citations
Business, Economics, Finance +15
The pricing of dynamic fund protection with default risk
Junkee Jeon, Ji‐Hun Yoon, Chang-Rae Park · Journal of Computational and Applied Mathematics · 2017 · 13 citations
Business, Economics, Finance +14
1–5 of 16
Korean Financial Management Association, South Korea
2 publications · 24 citations
2
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