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  1. Yoon, Ji Hee [Author] ; Choi, U. Jin [Other]; Lim, Byung Hwa [Other]; Jang, Bong-Gyu [Other]

    A Lattice Method for Lookback Options with Regime-Switching Volatility

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    [S.l.]: SSRN, [2012]

  2. Choi, Jaewon [Author] ; Han, Jungsuk [Other]; Shin, Sean Seunghun [Other]; Yoon, Ji Hee [Other]

    The More Illiquid, The More Expensive : A Search-Based Explanation of the Illiquidity Premium

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    [S.l.]: SSRN, [2020]