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Kiseop Lee, Ph.D. - Publications

Affiliations: 
2002 Purdue University, West Lafayette, IN, United States 
Area:
Statistics, Finance
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5 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2016 Hyun C, Park J, Lee K. The effect of limit order flows at the best quotes on price changes Risk and Decision Analysis. 6: 23-36. DOI: 10.3233/Rda-150113  0.306
2015 Jayasekare RR, Gill R, Lee K. Modeling discrete stock price changes using a mixture of Poisson distributions Journal of the Korean Statistical Society. DOI: 10.1016/J.Jkss.2016.01.002  0.314
2012 Ku H, Lee K, Zhu H. Discrete time hedging with liquidity risk Finance Research Letters. 9: 135-143. DOI: 10.1016/J.Frl.2012.02.002  0.3
2010 Lee K, Zeng Y. Risk Minimization for a Filtering Micromovement Model of Asset Price Applied Mathematical Finance. 17: 177-199. DOI: 10.1080/13504860903259852  0.306
2007 Lee K, Song S. Insiders' hedging in a jump diffusion model Quantitative Finance. 7: 537-545. DOI: 10.1080/14697680601043191  0.306
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