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Insiders' hedging in a jump di...
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Option pricing theory
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34
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11
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3
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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
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2
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
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3
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
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4
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
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5
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
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6
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
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7
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
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8
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
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9
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
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10
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
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