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
~source:"olc"
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:
Type of publication
All
Article
5
Language
All
Undetermined
5
Author
All
Lee, Kiseop
5
Chatrath, Arjun
3
Christie-David, Rohan A.
2
Adrangi, Bahram
1
Christie‐David, Rohan A.
1
Moore, William T.
1
Xu, Mingxin
1
Zeng, Yong
1
more ...
less ...
Published in...
All
The journal of futures markets
2
Applied mathematical finance
1
Journal of banking & finance
1
Risk : managing risk in the world's financial markets
1
Source
All
OLC EcoSci
ECONIS (ZBW)
20
RePEc
13
Other ZBW resources
3
BASE
2
EconStor
1
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing - Parameter estimation with k-means clustering - Ever since the pioneering work of Cox, Ross & Rubinstein (1979), tree models have been popular as an asset pricing method. However, statistical estimation of the parameters of tree models has been less studied. In this article, the authors use the k-means clustering method to estimate the parameters of multinomial trees. Using the weak ...
Lee, Kiseop
;
Xu, Mingxin
- In:
Risk : managing risk in the world's financial markets
21
(
2008
)
11
,
pp. 82-87
Persistent link: https://www.econbiz.de/10008148067
Saved in:
2
How potent are news reversals?: Evidence from the futures markets
Chatrath, Arjun
;
Christie-David, Rohan A.
;
Lee, Kiseop
- In:
The journal of futures markets
29
(
2009
)
1
,
pp. 42-73
Persistent link: https://www.econbiz.de/10008161647
Saved in:
3
Dominant markets, staggered openings, and price discovery
Adrangi, Bahram
;
Chatrath, Arjun
;
Christie‐David, Rohan A.
- In:
The journal of futures markets
31
(
2011
)
10
,
pp. 915-947
Persistent link: https://www.econbiz.de/10009187397
Saved in:
4
Risk Minimization for a Filtering Micromovement Model of Asset Price
Lee, Kiseop
;
Zeng, Yong
- In:
Applied mathematical finance
17
(
2010
)
2
,
pp. 177-200
Persistent link: https://www.econbiz.de/10008418933
Saved in:
5
Competitive inventory management in Treasury markets
Chatrath, Arjun
;
Christie-David, Rohan A.
;
Lee, Kiseop
; …
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 800-810
Persistent link: https://www.econbiz.de/10008884993
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
