• 104 Citations
  • 2 h-Index
19882010
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Fingerprint Dive into the research topics where Jong Yeon Choi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Bid/ask spread Business & Economics
Exchange option Business & Economics
Credit Business & Economics
Option pricing Business & Economics
Buyers Business & Economics
Seller Business & Economics
Commodities Business & Economics
Black-Scholes model Business & Economics

Research Output 1988 2010

  • 104 Citations
  • 2 h-Index
  • 3 Article

On the determination of contract price in credit sales transaction: Exchange option approach

Choi, J. Y., 2010 Jan 1, In : Asia-Pacific Journal of Financial Studies. 39, 5, p. 607-625 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange option
Credit
Buyers
Commodities
Seller
8 Citations (Scopus)

Bid-ask spreads and volatility estimates. The implications for option pricing

Choi, J. Y. & Shastri, K., 1989 Jan 1, In : Journal of Banking and Finance. 13, 2, p. 207-219 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Bid/ask spread
Option pricing
Black-Scholes model
Empirical test
Transaction price
96 Citations (Scopus)

On the Estimation of Bid-Ask Spreads: Theory and Evidence

Choi, J. Y., Salandro, D. & Shastri, K., 1988 Jan 1, In : Journal of Financial and Quantitative Analysis. 23, 2, p. 219-230 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Bid/ask spread
Exchange option
Serial correlation