1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PR2022
Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk
Hyong Chol O, Dae Song Choe, Gyong-Dok Rim
In this paper is proposed a 2 factor structural PDE model of pricing puttable bond with credit risk and derived the analytical pricing formula. To this end, first, a 2 factor struc…
q-fin.PR2019★ 1 cited
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…