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
~language:"eng"
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
7
Optionspreistheorie
7
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
Esscher transform
5
Option trading
5
Optionsgeschäft
5
Share price
5
Theorie
5
Theory
5
Hedging
4
Portfolio selection
4
Portfolio-Management
4
Brownian motion
3
Market microstructure
3
Marktmikrostruktur
3
Reflection principle
3
Risk management
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Betriebliche Liquidität
2
Bid-ask spread
2
CEV diffusion
2
Causality analysis
2
Corporate liquidity
2
Estimation
2
Estimation theory
2
Geld-Brief-Spanne
2
Kausalanalyse
2
Liquidity
2
Liquidität
2
Multi-step barrier
2
Schätztheorie
2
Schätzung
2
Securities trading
2
Wertpapierhandel
2
Yield curve
2
more ...
less ...
Online availability
All
Undetermined
12
Free
6
CC license
2
Type of publication
All
Article
22
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
research-article
2
Article
1
Language
All
English
Undetermined
20
Author
All
Lee, Kiseop
18
Song, Seongjoo
6
Lee, Hangsuck
5
Chatrath, Arjun
3
Christie-David, Rohan
3
Lee, Gaeun
3
Park, Sang-Hyeon
3
Adrangi, Bahram
1
Chakravarty, Sugato
1
Figueroa-Lopez, Jose E.
1
Goldberg, Lisa R.
1
Hyun, ChongSeok
1
Jang, Hyun Jin
1
Kercheval, Alec N.
1
Ko, Bangwon
1
Kong, Byungdoo
1
Ku, Hyejin
1
Kye, Yisub
1
Lancette, Steven R.
1
Lee, Eun-kyung
1
Lee, Hyoeun
1
Lee, Kyungsub
1
Lee, Yoon Dong
1
Leung, Tim
1
Mi, Yanhui
1
Moore, William Theodore
1
Ning, Boming
1
Park, Jeongsook
1
Seong, Byeongchan
1
Xi, Yang
1
Xu, Mingxin
1
Zeng, Yong
1
Zhu, Huaiping
1
more ...
less ...
Published in...
All
The journal of futures markets
3
International journal of financial engineering
2
Risks : open access journal
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
HANDBOOK FOR MODELING HIGH-FREQUENCY DATA IN FINANCE, J. Wiley
1
IMA journal of management mathematics
1
Journal of Futures Markets
1
Journal of banking & finance
1
Journal of econometrics
1
Mathematics and financial economics
1
Risk and decision analysis
1
Risks
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Other ZBW resources
3
BASE
1
EconStor
1
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The delta expansion for the transition density of diffusion models
Lee, Yoon Dong
;
Song, Seongjoo
;
Lee, Eun-kyung
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 694-705
Persistent link: https://www.econbiz.de/10010257356
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
Multi-step double barrier options under time-varying interest rates
Lee, Hangsuck
;
Kye, Yisub
;
Kong, Byungdoo
;
Song, Seongjoo
-
2025
Persistent link: https://www.econbiz.de/10015372649
Saved in:
7
Dominant markets, staggered openings, and price discovery
Adrangi, Bahram
;
Chatrath, Arjun
;
Christie-David, Rohan
; …
- In:
The journal of futures markets
31
(
2011
)
10
,
pp. 915-946
Persistent link: https://www.econbiz.de/10009355763
Saved in:
8
Competitive inventory management in Treasury markets
Chatrath, Arjun
;
Christie-David, Rohan
;
Lee, Kiseop
; …
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 800-809
Persistent link: https://www.econbiz.de/10003836415
Saved in:
9
How potent are news reversals? : evidence from the futures markets
Chatrath, Arjun
;
Christie-David, Rohan
;
Lee, Kiseop
- In:
The journal of futures markets
29
(
2009
)
1
,
pp. 42-73
Persistent link: https://www.econbiz.de/10003826616
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
