Work

Analytic valuation formulas for range notes and an affine term structure model with jump risks

Year: 2010

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2010.01.019

Authors: Bong-Gyu Jang, Ji Hee Yoon

Institutions: Pohang University of Science and Technology, Korea Advanced Institute of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2010569238

FWCI:

Cites: 31

Cited by: 34

Related to: 10