The following pages link to Kiseop Lee (Q282885):
Displaying 15 items.
- Informed traders' hedging with news arrivals (Q282886) (← links)
- Comparison of numerical methods on pricing equations with non-Lévy jumps (Q330364) (← links)
- Modeling discrete stock price changes using a mixture of Poisson distributions (Q530377) (← links)
- Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
- Bond prices under information asymmetry and a short rate with instantaneous feedback (Q2152233) (← links)
- Emergence of time-asymptotic flocking in a stochastic Cucker-Smale system (Q2389000) (← links)
- Estimation of a noisy subordinated Brownian motion via two-scales power variations (Q2408746) (← links)
- Hedging claims with feedback jumps in the price process (Q2790464) (← links)
- Information on jump sizes and hedging (Q2811114) (← links)
- Market microstructure (Q2928746) (← links)
- Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)
- A mathematical model for multi-name credit based on community flocking (Q4683101) (← links)
- Insiders’ hedging in a stochastic volatility model (Q5382691) (← links)
- A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590) (← links)
- Insiders' hedging in a jump diffusion model (Q5433099) (← links)
