| 1 | A trajectorial approach to entropy dissipation for degenerate parabolic equations Kim, Donghan; Chun Yeung, Lane, Bernoulli, v.30, no.3, 2024-08 |
| 2 | Arbitrage theory in a market of stochastic dimension Bayraktar, Erhan; Kim, Donghan; Tilva, Abhishek, Mathematical Finance, v.34, no.3, pp.847 - 895, 2024-07 |
| 3 | Quantifying dimensional change in stochastic portfolio theory Bayraktar, Erhan; Kim, Donghan; Tilva, Abhishek, Mathematical Finance, v.34, no.3, pp.977 - 1021, 2024-07 |
| 4 | Market-to-book ratio in stochastic portfolio theory Kim, Donghan, Finance and Stochastics, 2023-03 |
| 5 | Local Times for Continuous Paths of Arbitrary Regularity Kim, Donghan, Journal of Theoretical Probability, v.35, no.4, pp.2540 - 2568, 2022-02 |
| 6 | Open markets Karatzas, Ioannis; Kim, Donghan, Mathematical Finance, v.31, no.4, pp.1111 - 1161, 2020-12 |
| 7 | Trading strategies generated pathwise by functions of market weights Karatzas, Ioannis; Kim, Donghan, Finance and Stochastics, v.24, no.2, pp.423 - 463, 2020-04 |
