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Showing results 1 to 16 of 16

Issue DateTitleAuthor(s)TypeView
2018-04-14Abnormal energy price movements prior to FOMC announcementsJang, Hyeonung; Seo, Byoung KiCONFERENCE27
2021-03Derivatives use and the value of cash holdings: Evidence from the U.S. oil and gas industryChoi, Sanghak; Jang, Hyeonung; Kim, Daejin; Seo, Byoung KiARTICLE149
2019-07-01Expected liquidity cost for dynamic delta hedgingLee, Kyungsub; Seo, Byoung KiCONFERENCE59
2019-08-13Expected liquidity cost for dynamic delta hedgingLee, Kyungsub; Seo, Byoung KiCONFERENCE73
2018-07-18Expected liquidity cost under delta hedging processLee, Kyungsub; Seo, Byoung KiCONFERENCE43
2017-12-12Expected Liquidity Cost under Delta Hedging ProcessLee, Kyungsub; Seo, Byoung KiCONFERENCE34
2018-06Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean MarketLee, Kyungsub; Seo, Byoung KiARTICLE866
2019-12-18Financial Market Crash and Phase Transition: Through Model-Free Framework with Machine LearningJang, Hyeonung; Jho, Yongseok; Seo, Byoung KiCONFERENCE127
2019-02Hyperbolic normal stochastic volatility modelChoi, Jaehyuk; Liu, Chenru; Seo, Byoung KiARTICLE536
2017-01Marked Hawkes process modeling of price dynamics and volatility estimationLee, Kyungsub; Seo, Byoung KiARTICLE963
2015-08-25Marked Hawkes process modeling of price dynamics and volatility estimationLee, Kyungsub; Seo, Byoung KiCONFERENCE36
2017-06Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock dataLee, Kyungsub; Seo, Byoung KiARTICLE1137
2020-03Monetary policy rate expectation and energy prices during the FOMC announcement periodJang, Hyeonung; Seo, Byoung KiARTICLE239
2017-10Performance of Tail Hedged Portfolio with Third Moment Variation SwapLee, Kyungsub; Seo, Byoung KiARTICLE1827
2003-09The waiting time for irrational rotationsKim, DH; Seo, Byoung KiARTICLE1282
2016-07-17Valuing American option with non-parametric regression with Fast Gauss TransformationChoi, Jaehyuk; Seo, Byoung KiCONFERENCE33
Showing results 1 to 16 of 16

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