Kiseop Lee, Ph.D. - Publications
Affiliations: | 2002 | Purdue University, West Lafayette, IN, United States |
Area:
Statistics, FinanceYear | 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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