Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Insiders' hedging in a jump di...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Esscher transform
4
Option trading
4
Optionsgeschäft
4
Risk management
4
Hedging
3
Reflection principle
3
Stochastic process
3
Stochastischer Prozess
3
Bid-ask spread
2
Brownian motion
2
Budgets
2
Börsenkurs
2
Causality analysis
2
Cost reduction
2
Credit
2
Geld-Brief-Spanne
2
Kausalanalyse
2
Market microstructure
2
Marktmikrostruktur
2
Mathematical modelling
2
Multi-step barrier
2
Samples
2
Securities trading
2
Share price
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Wertpapierhandel
2
Air traffic passenger miles
1
Air transport
1
Asymmetric information
1
Asymmetrische Information
1
Barrier option
1
Black-Scholes model
1
Black-Scholes-Modell
1
Clustering Semiparametric mixture model
1
Coronavirus
1
more ...
less ...
Online availability
All
Undetermined
Free
11
CC license
2
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
research-article
2
Language
All
English
12
Undetermined
10
Author
All
Lee, Kiseop
14
Song, Seongjoo
9
Lee, Hangsuck
4
Lee, Gaeun
3
Goldberg, Lisa R.
2
Kercheval, Alec N.
2
Song, Jongwoo
2
Chakravarty, Sugato
1
Chatrath, Arjun
1
Christie-David, Rohan A.
1
Gill, Ryan
1
Hyun, ChongSeok
1
Jang, Hyun Jin
1
Ko, Bangwon
1
Ku, Hyejin
1
Lee, Eun-Kyung
1
Lee, Hyoeun
1
Lee, Kyungsub
1
Lee, Yoon Dong
1
Moore, William T.
1
Nicolae, Dan L.
1
Park, Jeongsook
1
Park, Sang-Hyeon
1
Seong, Byeongchan
1
Xi, Yang
1
Zeng, Yong
1
Zhu, Huaiping
1
more ...
less ...
Published in...
All
Computational Statistics & Data Analysis
3
International journal of financial engineering
2
Journal of Risk Finance
2
The Journal of Risk Finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied Mathematical Finance
1
Economic modelling
1
Finance Research Letters
1
IMA journal of management mathematics
1
Journal of Banking & Finance
1
Journal of Econometrics
1
Journal of Futures Markets
1
Mathematics and financial economics
1
Risk and decision analysis
1
Statistics & Probability Letters
1
The journal of futures markets
1
more ...
less ...
Source
All
RePEc
10
ECONIS (ZBW)
9
Other ZBW resources
3
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Computation of estimates in segmented regression and a liquidity effect model
Gill, Ryan
;
Lee, Kiseop
;
Song, Seongjoo
- In:
Computational Statistics & Data Analysis
51
(
2007
)
12
,
pp. 6459-6475
Persistent link: https://www.econbiz.de/10005172435
Saved in:
2
Valuing step barrier options and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
Saved in:
3
Multi-step reflection principle and barrier options
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 692-721
Persistent link: https://www.econbiz.de/10013187581
Saved in:
4
Insurance guaranty premiums and exchange options
Lee, Hangsuck
;
Song, Seongjoo
;
Lee, Gaeun
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014226252
Saved in:
5
Min-max multi-step barrier options and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
6
Insiders' hedging in a stochastic volatility model
Park, Sang-Hyeon
;
Lee, Kiseop
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011567200
Saved in:
7
The effect of limit order flows at the best quotes on price changes
Hyun, ChongSeok
;
Park, Jeongsook
;
Lee, Kiseop
- In:
Risk and decision analysis
6
(
2015/2016
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10011573717
Saved in:
8
Multivariate Hawkes process model of market participants behavior in the high frequency world
Chakravarty, Sugato
;
Lee, Kiseop
;
Xi, Yang
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012654737
Saved in:
9
Intervention analysis based on exponential smoothing methods : applications to 9/11 and COVID-19 effects
Seong, Byeongchan
;
Lee, Kiseop
- In:
Economic modelling
98
(
2021
),
pp. 290-301
Persistent link: https://www.econbiz.de/10012793898
Saved in:
10
Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
