Browse "IE-Journal Papers(저널논문)" by Author Lim, Dong Young
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| 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 |
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