4 citations · 4 across the 14 of their papers we have counts for
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q-fin.MF2015
Sensitivity Analysis of Long-Term Cash Flows
Hyungbin Park
In this article, a sensitivity analysis of long-term cash flows with respect to perturbations in the underlying process is presented. For this purpose, we employ the martingale ext…
q-fin.MF2015
The Martin Integral Representation of Markovian Pricing Kernels
Hyungbin Park
The purpose of this article is to describe all possible beliefs of market participants on objective measures under Markovian environments when a risk-neutral measure is given. To a…