Kiseop Lee

Available identifiers

Publication	Date of Publication	Type
Option pricing under path-dependent stock models	2022-11-20	Paper
Bond prices under information asymmetry and a short rate with instantaneous feedback	2022-07-07	Paper
Insiders’ hedging in a stochastic volatility model	2019-06-18	Paper
A mathematical model for multi-name credit based on community flocking	2018-09-19	Paper
Estimation of a noisy subordinated Brownian motion via two-scales power variations	2017-10-13	Paper
Comparison of numerical methods on pricing equations with non-Lévy jumps	2016-10-25	Paper
Modeling discrete stock price changes using a mixture of Poisson distributions	2016-07-29	Paper
Information on jump sizes and hedging	2016-06-10	Paper
Informed traders' hedging with news arrivals	2016-05-12	Paper
https://portal.mardi4nfdi.de/entity/Q2790464	2016-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q2928746	2014-11-10	Paper
Risk Minimization for a Filtering Micromovement Model of Asset Price	2010-05-27	Paper
Emergence of time-asymptotic flocking in a stochastic Cucker-Smale system	2009-07-22	Paper
Computation of estimates in segmented regression and a liquidity effect model	2009-06-02	Paper
Insiders' hedging in a jump diffusion model	2007-12-19	Paper
A note on convergence of an approximate hedging portfolio with liquidity risk	2007-10-24	Paper

No records found.

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