2 citations · 3 across the 4 of their papers we have counts for
4 papers
General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations
Hyong-Chol O, Tae-Song Choe
We study general properties such as the solution representation of a moving boundary value problem of the Black-Scholes equation, its min-max estimation, lower and upper gradient e…
Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk
Hyong-Chol O, Tae-Song Kim, Tae-Song Choe
In this paper is investigated the pricing problem of options on bonds with credit risk based on analysis on two kinds of solving problems for the Black-Scholes equations. First, a…
Variational inequality for perpetual American option price and convergence to the solution of the difference equation
Hyong-chol O, Song-San Jo
A variational inequality for pricing the perpetual American option and the corresponding difference equation are considered. First, the maximum principle and uniqueness of the solu…
Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications
Hyong-Chol O, Dae-Sung Choe
In this paper the Buchen's pricing formulae of (higher order) asset and bond binary options are incorporated into the pricing formula of power binary options and a pricing formula…