11 citations · 12 across the 3 of their papers we have counts for
3 papers
q-fin.PR2013★ 11 cited
General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application
Hyong-Chol O, Ji-Sok Kim
We provide representations of solutions to terminal value problems of inhomogeneous Black-Scholes equations and studied such general properties as min-max estimates, gradient estim…
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…
q-fin.PR2013★ 1 cited
Pricing Corporate Defaultable Bond using Declared Firm Value
Hyong-Chol O, Jong-Jun Jo, Chol-Ho Kim
We study the pricing problem for corporate defaultable bond from the viewpoint of the investors outside the firm that could not exactly know about the information of the firm. We c…