7 citations · 7 across the 3 of their papers we have counts for
3 papers
q-fin.PR2013
Comprehensive Unified Models of Structural and Reduced Form Models for Defaultable Fixed Income Bonds (Part 1: One factor-model, Part 2:Two factors-model)
Hyong-Chol O, Song-Yon Kim, Dong-Hyok Kim +1
Pricing formulae for defaultable corporate bonds with discrete coupons under consideration of the government taxes in the united model of structural and reduced form models are pro…
q-fin.PR2013★ 7 cited
Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information
Hyong-Chol O, Yong-Gon Kim, Dong-Hyok Kim
In this article, we consider a 2 factors-model for pricing defaultable bond with discrete default intensity and barrier where the 2 factors are stochastic risk free short rate proc…
q-fin.PR2013
Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information
Hyong-Chol O, Dong-Hyok Kim, Jong-Jun Jo +1
In this article, we study the problem of pricing defaultable bond with discrete default intensity and barrier under constant risk free short rate using higher order binary options…