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Jaehyun Kim
Observed name:
Kim, Jaehyun
Institution:
Chinese University of Hong Kong
Observed institution:
Chinese University of Hong Kong
OpenAlex ID:
A5152014167
Duality of Shortfall Aversion
2026
·
Kim, Jaehyun
, Wong, Hoi Ying
·
arXiv (Cornell University)
PDF
Quadratic G-BSDEs for bond pricing with endogenous short-rate feedback
2026
·
Kim, Jaehyun
, Park, Hyungbin
·
arXiv (Cornell University)
PDF
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