Hyong-Chol O

Personal Details

First Name:	Hyong-Chol
Middle Name:
Last Name:	O
Suffix:
RePEc Short-ID:	poh39
	[This author has chosen not to make the email address public]

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Hyong-Chol O & Yong-Gon Kim & Dong-Hyok Kim, 2013. "Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information," Papers 1305.6868, arXiv.org, revised Jun 2013.

   Cited by:

   1. Hyong-chol O & Song-gon Jang & Il-Gwang Jon & Mun-Chol Kim & Gyong-Ryol Kim & Hak-Yong Kim, 2015. "The Binomial Tree Method and Explicit Difference Schemes for American Options with Time Dependent Coefficients," Papers 1505.04573, arXiv.org, revised Aug 2018.
   2. Hyong Chol O & Tae Song Kim, 2020. "Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach," Papers 2007.01511, arXiv.org.
   3. Hyong-Chol O. & Jong-Chol Kim & Il-Gwang Jon, 2017. "Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon," Papers 1709.06517, arXiv.org, revised Aug 2018.
   4. Hyong-Chol O & Dae-Sung Choe, 2019. "Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications," Papers 1903.04106, arXiv.org.

2. Hyong-chol O, 2013. "The Pricing of A Moving Barrier Option," Papers 1303.1296, arXiv.org.

   Cited by:

   1. Deyou Yu & Licong Xu & Kaixing Fu & Xia Liu & Shanli Wang & Minghua Wu & Wangyang Lu & Chunyu Lv & Jinming Luo, 2024. "Electronic structure modulation of iron sites with fluorine coordination enables ultra-effective H2O2 activation," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
   2. Jing, Ong Li & Bashir, Mohammed J.K. & Kao, Jehng-Jung, 2015. "Solar radiation based benefit and cost evaluation for solar water heater expansion in Malaysia," Renewable and Sustainable Energy Reviews, Elsevier, vol. 48(C), pages 328-335.

3. Hyong-Chol O & Mun-Chol KiM, 2013. "The Pricing of Multiple-Expiry Exotics," Papers 1302.3319, arXiv.org, revised Aug 2013.

   Cited by:

   1. Deyou Yu & Licong Xu & Kaixing Fu & Xia Liu & Shanli Wang & Minghua Wu & Wangyang Lu & Chunyu Lv & Jinming Luo, 2024. "Electronic structure modulation of iron sites with fluorine coordination enables ultra-effective H2O2 activation," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
   2. Jing, Ong Li & Bashir, Mohammed J.K. & Kao, Jehng-Jung, 2015. "Solar radiation based benefit and cost evaluation for solar water heater expansion in Malaysia," Renewable and Sustainable Energy Reviews, Elsevier, vol. 48(C), pages 328-335.

4. Hyong-Chol O & Ji-Sok Kim, 2013. "General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application," Papers 1309.6505, arXiv.org, revised Sep 2013.

   Cited by:

   1. Hyong Chol O & Tae Song Kim, 2020. "Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach," Papers 2007.01511, arXiv.org.
   2. Vahidreza Yousefi & Siamak Haji Yakhchali & Jolanta Tamošaitienė, 2019. "Application of Duration Measure in Quantifying the Sensitivity of Project Returns to Changes in Discount Rates," Administrative Sciences, MDPI, vol. 9(1), pages 1-14, February.
   3. Hyong-Chol O. & Jong-Chol Kim & Il-Gwang Jon, 2017. "Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon," Papers 1709.06517, arXiv.org, revised Aug 2018.
   4. Hyong-Chol O & Dae-Sung Choe, 2019. "Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications," Papers 1903.04106, arXiv.org.

5. Hyong-Chol O & Jong-Jun Jo & Chol-Ho Kim, 2013. "Pricing Corporate Defaultable Bond using Declared Firm Value," Papers 1302.3654, arXiv.org, revised Jul 2013.

   Cited by:

   1. Hyong-Chol O & Dong-Hyok Kim & Jong-Jun Jo & Song-Hun Ri, 2013. "Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information," Papers 1305.6988, arXiv.org, revised Oct 2013.

6. Hyong-Chol O & Dong-Hyok Kim & Jong-Jun Jo & Song-Hun Ri, 2013. "Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information," Papers 1305.6988, arXiv.org, revised Oct 2013.

   Cited by:

   1. Hyong Chol O & Tae Song Kim, 2020. "Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach," Papers 2007.01511, arXiv.org.
   2. Hyong-Chol O. & Jong-Chol Kim & Il-Gwang Jon, 2017. "Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon," Papers 1709.06517, arXiv.org, revised Aug 2018.
   3. Hyong-Chol O & Dae-Sung Choe, 2019. "Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications," Papers 1903.04106, arXiv.org.

7. Hyong-Chol O & Ning Wan, 2013. "Analytical Pricing of Defaultable Bond with Stochastic Default Intensity," Papers 1303.1298, arXiv.org, revised Apr 2013.

   Cited by:

   1. Hyong-Chol O & Tae-Song Kim & Tae-Song Choe, 2021. "Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk," Papers 2109.10818, arXiv.org, revised Nov 2021.
   2. Hyong-Chol O & Song-Yon Kim & Dong-Hyok Kim & Chol-Hyok Pak, 2013. "Comprehensive Unified Models of Structural and Reduced Form Models for Defaultable Fixed Income Bonds (Part 1: One factor-model, Part 2:Two factors-model)," Papers 1309.1647, arXiv.org, revised Sep 2013.
   3. Hyong-Chol O & Dong-Hyok Kim & Jong-Jun Jo & Song-Hun Ri, 2013. "Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information," Papers 1305.6988, arXiv.org, revised Oct 2013.
   4. Hyong Chol O & Dae Song Choe & Gyong-Dok Rim, 2022. "Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk," Papers 2203.05719, arXiv.org.
   5. Hyong-Chol O & Tae-Song Choe, 2022. "General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations," Papers 2203.05726, arXiv.org.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-FMK: Financial Markets (2) 2013-03-02 2013-03-09
2. NEP-CWA: Central and Western Asia (1) 2013-03-09

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