Hyungbin Park

Available identifiers

zbMath Open park.hyungbinMaRDI QIDQ1788821

List of research outcomes

Publication	Date of Publication	Type
A discretization scheme for path-dependent FBSDEs	2023-08-14	Paper
Option pricing under path-dependent stock models	2022-11-20	Paper
Influence of risk tolerance on long-term investments: a Malliavin calculus approach	2022-10-18	Paper
Conditions for bubbles to arise under heterogeneous beliefs	2022-05-05	Paper
Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition	2022-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q5066183	2022-03-29	Paper
Ross recovery with recurrent and transient processes	2021-07-16	Paper
Sensitivity analysis of long-term cash flows	2018-10-08	Paper
LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH	2017-10-13	Paper
The Martin Integral Representation of Markovian Pricing Kernels	2015-04-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hyungbin Park