An empirical study of credit spreads in an emerging market: The case of Korea von Park, Keehwan, Ahn, Chang Mo, Kim, Dohyeon, Kim, Saekwon

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Jump-Diffusion Processes and the Term Structure of Interest Rates von AHN, CHANG MO, THOMPSON, HOWARD E.

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The pricing of foreign currency options under jump-diffusion processes von Ahn, Chang Mo, Cho, D. Chinhyung, Park, Keehwan

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Analysis of the global financial crisis using statistical moments von Jun, Doobae, Ahn, Changmo, Kim, Gwangil

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The Effect of Temporal Risk Aversion on Optimal Consumption, the Equity Premium, and the Equilibrium Interest Rate von AHN, CHANG MO

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The effect of time complementarity on consumption smoothing and the equity premium von Mo Ahn, Chang, Kim, Joon

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A resolution of the equity premium puzzle von Chang, Mo Ahn

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An analysis of some aspects of regulatory risk and the required rate of return for public utilities von Ahn, Chang Mo, Thompson, Howard E.

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The Pricing of Option on Bond Forwards von Ahn, Chang Mo, Cho, D Chinhyung

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An Exact Pricing Error of the APT within the Arbitrage Framework von Ahn, Chang Mo

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Pricing Call Options under Stochastic Volatilities von Ahn, Chang Mo, Cho, D Chinhyung

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Option Pricing When Jump Risk Is Systematic von Ahn, Chang Mo

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The impact of jump risks on nominal interest rates and foreign exchange rates von AHN, Chang Mo, Thompson, Howard E.

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JOINT STRUCTURE FOR BASEPLATE-PILE AND CONSTRUCTION METHOD THEREOF von AHN, Chang-Mo, PARK, Hee-min

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FINGER TYPE EXPANSION JOINT WITH STEEL DRAIN PLATE AND THE CONSTRUCTION METHOD THEREOF von AHN, CHANG MO, PARK, HEE MIN

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ELECTRICAL VEHICLE CHARGING SYSTEM von AHN, Chang Mo

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MULTI-LINKED POWER SUPPLY SYSTEM von AHN, Chang Mo

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PORTABLE AND STAND-ALONE PHOTO-VOLTAIC GENERATOR SYSTEM von AHN, CHANG MO

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Option Pricing When Jump Risk Is Systematic 1 von Ahn, Chang Mo

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Option Pricing When Jump Risk Is Systematic1 von Ahn, Chang Mo

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