Young Shin Kim

Identifiers

• name variant Young Shin Kim 0.60 · backfill

Papers (3)

1. First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pricing q-fin.PR · 2018 · author #1
2. Another Look at the Ho-Lee Bond Option Pricing Model q-fin.MF · 2017 · author #1
3. Reward-risk momentum strategies using classical tempered stable distribution q-fin.PM · 2014 · author #2

Mentions

• 1403.6093 #2 · backfill · confidence 0.70 Young Shin Kim

Frequent Coauthors

• Frank J. Fabozzi 1 shared papers
• Ivan Mitov 1 shared papers
• Jaehyung Choi 1 shared papers
• Stoyan Stoyanov 1 shared papers
• Svetlozar Rachev 1 shared papers