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Browsing by Author Kim, Yohan

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Issue Date	Title	Author(s)
23-Jan-2003	Dynamic Hedging in a Volatile Market	Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun
23-Jan-2003	Dynamic Hedging with a Deterministic Local Volatility Function Model	Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun
12-Apr-2004	Robustly Hedging Variable Annuities with Guarantees Under Jump and Volatility Risks	Coleman, Thomas; Kim, Yohan; Li, Yuying; Patron, Maria-Cristina

Showing results 1 to 3 of 3