pith. sign in

Hyungbin Park

Identifiers

  • name variant Hyungbin Park 0.60 · backfill

Papers (9)

  1. Two-grid Penalty Approximation Scheme for Doubly Reflected BSDEs math.PR · 2026 · author #2
  2. A sensitivity analysis of the long-term expected utility of optimal portfolios q-fin.MF · 2019 · author #1
  3. A representative agent model based on risk-neutral prices q-fin.MF · 2018 · author #1
  4. Long-Term Growth Rate of Expected Utility for Leveraged ETFs: Martingale Extraction Approach q-fin.MF · 2016 · author #2
  5. Sensitivity Analysis of Long-Term Cash Flows q-fin.MF · 2015 · author #1
  6. The Martin Integral Representation of Markovian Pricing Kernels q-fin.MF · 2015 · author #1
  7. The Intrinsic Bounds on the Risk Premium of Markovian Pricing Kernels q-fin.MF · 2014 · author #2
  8. Pricing and Hedging Long-Term Options q-fin.MF · 2014 · author #1
  9. Ross Recovery with Recurrent and Transient Processes q-fin.MF · 2014 · author #1

Mentions

  • 1511.03744 #1 · backfill · confidence 0.70 Hyungbin Park
  • 1504.00276 #1 · backfill · confidence 0.70 Hyungbin Park
  • 1411.4606 #2 · backfill · confidence 0.70 Hyungbin Park
  • 1410.8160 #1 · backfill · confidence 0.70 Hyungbin Park
  • 1410.2282 #1 · backfill · confidence 0.70 Hyungbin Park

Frequent Coauthors