Kyungsub Lee

Available identifiers

zbMath Open lee.kyungsubMaRDI QIDQ1621669

List of research outcomes

Publication	Date of Publication	Type
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data	2023-03-30	Paper
Optimal market-making strategies under synchronised order arrivals with deep neural networks	2021-11-16	Paper
COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS	2020-05-27	Paper
Conditional correlation in asset return and GARCH intensity model	2018-11-09	Paper
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data	2018-08-09	Paper
Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation	2017-10-23	Paper

Research outcomes over time

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