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Risk Analysis and Hedging of Parisian Options under a Jump‐Diffusion Model |
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| Authors: | Kyoung‐Kuk Kim Dong‐Young Lim |
| Institution: | 1. Kyoung‐Kuk Kim is at the Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Daejeon 305‐701, South Korea;2. Dong‐Young Lim is at the Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Daejeon 305‐701, South Korea |
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