| 2018-04-14 | Abnormal energy price movements prior to FOMC announcements | Jang, Hyeonung; Seo, Byoung Ki | CONFERENCE | 27 |
| 2021-03 | Derivatives use and the value of cash holdings: Evidence from the U.S. oil and gas industry | Choi, Sanghak; Jang, Hyeonung; Kim, Daejin; Seo, Byoung Ki | ARTICLE | 149 |
| 2019-07-01 | Expected liquidity cost for dynamic delta hedging | Lee, Kyungsub; Seo, Byoung Ki | CONFERENCE | 59 |
| 2019-08-13 | Expected liquidity cost for dynamic delta hedging | Lee, Kyungsub; Seo, Byoung Ki | CONFERENCE | 73 |
| 2018-07-18 | Expected liquidity cost under delta hedging process | Lee, Kyungsub; Seo, Byoung Ki | CONFERENCE | 43 |
| 2017-12-12 | Expected Liquidity Cost under Delta Hedging Process | Lee, Kyungsub; Seo, Byoung Ki | CONFERENCE | 34 |
| 2018-06 | Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean Market | Lee, Kyungsub; Seo, Byoung Ki | ARTICLE | 866 |
| 2019-12-18 | Financial Market Crash and Phase Transition: Through Model-Free Framework with Machine Learning | Jang, Hyeonung; Jho, Yongseok; Seo, Byoung Ki | CONFERENCE | 127 |
| 2019-02 | Hyperbolic normal stochastic volatility model | Choi, Jaehyuk; Liu, Chenru; Seo, Byoung Ki | ARTICLE | 536 |
| 2017-01 | Marked Hawkes process modeling of price dynamics and volatility estimation | Lee, Kyungsub; Seo, Byoung Ki | ARTICLE | 963 |
| 2015-08-25 | Marked Hawkes process modeling of price dynamics and volatility estimation | Lee, Kyungsub; Seo, Byoung Ki | CONFERENCE | 36 |
| 2017-06 | Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data | Lee, Kyungsub; Seo, Byoung Ki | ARTICLE | 1137 |
| 2020-03 | Monetary policy rate expectation and energy prices during the FOMC announcement period | Jang, Hyeonung; Seo, Byoung Ki | ARTICLE | 239 |
| 2017-10 | Performance of Tail Hedged Portfolio with Third Moment Variation Swap | Lee, Kyungsub; Seo, Byoung Ki | ARTICLE | 1827 |
| 2003-09 | The waiting time for irrational rotations | Kim, DH; Seo, Byoung Ki | ARTICLE | 1282 |
| 2016-07-17 | Valuing American option with non-parametric regression with Fast Gauss Transformation | Choi, Jaehyuk; Seo, Byoung Ki | CONFERENCE | 33 |
