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Showing results 1 to 5 of 5

1
A recursive method for static replication of autocallable structured products

Kim, Kyoung-Kuk; Lim, Dong Young, QUANTITATIVE FINANCE, v.19, no.4, pp.647 - 661, 2019-04

2
Learning multi-market microstructure from order book data

Ju, Geonhwan; Kim, Kyoung-Kuk; Lim, Dong Young, QUANTITATIVE FINANCE, v.19, no.9, pp.1517 - 1529, 2019-09

3
Risk Analysis and Hedging of Parisian Options under a Jump-Diffusion Model

Kim, Kyoung-Kuk; Lim, Dong Young, JOURNAL OF FUTURES MARKETS, v.36, no.9, pp.819 - 850, 2016-09

4
Risk Management with Static Hedging: An Integral Equations Approach

Kim, Kyoung Kuk; Lim, Dong Young, 2016 한국경영과학회 추계학술대회, 한국경영과학회, 2016-10-21

5
Static Hedging and Pricing under the JDCEV Model via Integral Equations

Kim, Kyoung Kuk; Lim, Dong Young, 2016 INFORMS Annual Meeting, INFORMS, 2016-11-14

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