Seongjoo Song

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Semiparametrically imputed regression model for survival data Journal of the Korean Statistical Society	2025-12-11	Paper
Return prediction by machine learning for the Korean stock market Journal of the Korean Statistical Society	2024-06-01	Paper
Insurance guaranty premiums and exchange options Mathematics and Financial Economics	2023-03-15	Paper
Correction to: ``Pricing two-asset alternating barrier options with icicles and their variations'' Journal of the Korean Statistical Society	2022-04-27	Paper
Pricing two-asset alternating barrier options with icicles and their variations Journal of the Korean Statistical Society	2022-04-27	Paper
Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression Journal of the Korean Statistical Society	2014-09-30	Paper
The delta expansion for the transition density of diffusion models Journal of Econometrics	2014-08-07	Paper
Asymptotic option price with bounded expected loss Journal of the Korean Statistical Society	2014-07-31	Paper
Estimating the mixing proportion in a semiparametric mixture model Computational Statistics and Data Analysis	2014-04-14	Paper
Lévy density estimation via information projection onto wavelet subspaces Statistics & Probability Letters	2010-09-24	Paper
Computation of estimates in segmented regression and a liquidity effect model Computational Statistics and Data Analysis	2009-06-02	Paper
Asymptotic option pricing under a pure jump process Journal of the Korean Statistical Society	2008-04-01	Paper
Insiders' hedging in a jump diffusion model Quantitative Finance	2007-12-19	Paper
A note on convergence of an approximate hedging portfolio with liquidity risk Stochastics	2007-10-24	Paper
An asymptotic decomposition of hedging errors Journal of the Korean Statistical Society	2007-07-31	Paper

Research outcomes over time

This page was built for person: Seongjoo Song