Seongjoo Song

Available identifiers

Publication	Date of Publication	Type
Insurance guaranty premiums and exchange options	2023-03-15	Paper
Correction to: ``Pricing two-asset alternating barrier options with icicles and their variations	2022-04-27	Paper
Pricing two-asset alternating barrier options with icicles and their variations	2022-04-27	Paper
Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression	2014-09-30	Paper
The delta expansion for the transition density of diffusion models	2014-08-07	Paper
Asymptotic option price with bounded expected loss	2014-07-31	Paper
Estimating the mixing proportion in a semiparametric mixture model	2014-04-14	Paper
Lévy density estimation via information projection onto wavelet subspaces	2010-09-24	Paper
Computation of estimates in segmented regression and a liquidity effect model	2009-06-02	Paper
Asymptotic option pricing under a pure jump process	2008-04-01	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
An asymptotic decomposition of hedging errors	2007-07-31	Paper

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