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  1. 1
    Valuation of Credit Derivatives with Multiple Time Scales in the Intensity Model

    Valuation of Credit Derivatives with Multiple Time Scales in the Intensity Model by Beom Jin Kim, Chan Yeol Park, Yong-Ki Ma

    Published 2014-01-01
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  2. 2
    A Simple Numerical Method for Pricing an American Put Option

    A Simple Numerical Method for Pricing an American Put Option by Beom Jin Kim, Yong-Ki Ma, Hi Jun Choe

    Published 2013-01-01
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