The following pages link to Seongjoo Song (Q458117):
Displayed 13 items.
- Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
- Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
- Lévy density estimation via information projection onto wavelet subspaces (Q1957156) (← links)
- Correction to: ``Pricing two-asset alternating barrier options with icicles and their variations'' (Q2131927) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- An asymptotic decomposition of hedging errors (Q2372599) (← links)
- Estimating the mixing proportion in a semiparametric mixture model (Q2445681) (← links)
- Asymptotic option pricing under a pure jump process (Q2479681) (← links)
- Asymptotic option price with bounded expected loss (Q2510032) (← links)
- The delta expansion for the transition density of diffusion models (Q2512632) (← links)
- Insurance guaranty premiums and exchange options (Q2690071) (← links)
- A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590) (← links)
- Insiders' hedging in a jump diffusion model (Q5433099) (← links)