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JB (Jinbeom) Kim
JB (Jinbeom) Kim
New York Mortgage Trust
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Cited by
Cited by
Year
Pricing derivatives with counterparty risk and collateralization: A fixed point approach
J Kim, T Leung
European Journal of Operational Research 249 (2), 525-539, 2016
242016
Impact of risk aversion and belief heterogeneity on trading of defaultable claims
J Kim, T Leung
Annals of Operations Research 243 (1), 117-146, 2016
72016
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Articles 1–2