Showing results 1 to 5 of 5
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 |
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 |
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 |
Risk Management with Static Hedging: An Integral Equations Approach Kim, Kyoung Kuk; Lim, Dong Young, 2016 한국경영과학회 추계학술대회, 한국경영과학회, 2016-10-21 |
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 |
Discover