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Publications by Youngchul Han

Efficient Lattice Method for Valuing of Options With Barrier in a Regime Switching Model

Discrete Dynamics in Nature and Society
ModelingSimulation
2016English

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Real Options With Priced Regime-Switching Risk

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
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Valuing Employee Stock Options: Does the Model Matter?

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2004English

Indeterminacy in a Forward Looking Regime Switching Model

2006English

Pricing Options Using Trinomial Lattice Method

Journal of Finance and Economics
2019English

Regime-Switching Temperature Dynamics Model for Weather Derivatives

International Journal of Stochastic Analysis
StatisticsProbabilityApplied MathematicsAnalysisSimulationModeling
2018English

Lattice Model of Reduced Jamming by a Barrier

Physical review. E
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2016English

Trend Following Trading Under a Regime Switching Model

SIAM Journal on Financial Mathematics
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A Markov Switching Regime Model of Malaysia Property Cycle

American Journal of Applied Sciences
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Predicting Defaults With Regime Switching Intensity: Model and Empirical Evidence

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