Lee, Kyungsub
이경섭 연구원
VIAF ID: 308726639 (Personal)
Permalink: http://viaf.org/viaf/308726639
Preferred Forms
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100 1 _
‡a
Lee, Kyungsub
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100 0 _
‡a
이경섭
‡c
연구원
4xx's: Alternate Name Forms (5)
5xx's: Related Names (1)
Works
| Title | Sources |
|---|---|
| Conditional correlation in asset return and GARCH intensity model |
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| Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation |
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| Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean Market |
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| Marked Hawkes process modeling of price dynamics and volatility estimation |
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| Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data |
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| Performance of Tail Hedged Portfolio with Third Moment Variation Swap |
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| Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data |
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| Recursive Formula for Arithmetic Asian Option Prices |
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