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| A Nash-bargaining model for trading of electricity between aggregations of peers Melendez, Kevin A.; Das, Tapas K.; Kwon, Changhyun, INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS, v.123, 2020-12 |
| Bond Variance Risk Premiums Choi, Hoyong; Mueller, Philippe; Vedolin, Andrea, REVIEW OF FINANCE, v.21, no.3, pp.987 - 1022, 2017-05 |
| COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS Park, Jong Jun; Lee, Kyungsub, PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, v.34, no.2, pp.258 - 278, 2020-04 |
| Corporate social responsibility and the alignment of CEO and shareholders wealth: Does a strong alignment induce or restrain CSR? Kim, Hyeong Joon; Mun, Seongjae; Han, Seung Hun, CORPORATE SOCIAL RESPONSIBILITY AND ENVIRONMENTAL MANAGEMENT, v.30, no.2, pp.720 - 741, 2023-03 |
| Dynamics of implied volatility surfaces from random matrix theory Kim, Min-Jae; Lee, Sun-Young; Hwang, Dong-Il; Kim, Soo-Yong; Koh, In-Gyu, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.389, no.14, pp.2762 - 2769, 2010-07 |
| How Important is a Non-Default Factor for CDS Valuation? Guo, Biao; Han, Qian; Lee, Jaeram; Ryu, Doojin, JOURNAL OF FUTURES MARKETS, v.35, no.11, pp.1088 - 1101, 2015-11 |
| Large deviations for affine diffusion processes on R-+(m) x R-n Kang, Wan-Mo; Kang, Chulmin, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.124, no.6, pp.2188 - 2227, 2014-06 |
| Large-scale financial planning via a partially observable stochastic dual dynamic programming framework Lee, Jinkyu; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang, QUANTITATIVE FINANCE, v.23, no.9, pp.1341 - 1360, 2023-08 |
| Metallurgical considerations for the fabrication of low-enriched uranium dispersion targets with a high density for Mo-99 production Ryu, Ho Jin; Jung, Yong Jin; Nam, Ji Min; Park, Jong Man, JOURNAL OF RADIOANALYTICAL AND NUCLEAR CHEMISTRY, v.305, no.1, pp.31 - 39, 2015-07 |
| Physics-informed convolutional transformer for predicting volatility surface Kim, Soohan; Yun, Seok-Bae; Bae, Hyeong-Ohk; Lee, Muhyun; Hong, Youngjoon, QUANTITATIVE FINANCE, v.24, no.2, pp.203 - 220, 2024-01 |
| Recent advancements in robust optimization for investment management Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.266, no.1-2, pp.183 - 198, 2018-07 |
| Small-time smile for the multifactor volatility Heston model Ahn, Dohyun; Kim, Kyoung-Kuk; Kim, Younghoon, JOURNAL OF APPLIED PROBABILITY, v.57, no.4, pp.1070 - 1087, 2020-12 |
| The informational quality of implied volatility and the volatility risk premium Ferris, Stephen P.; Kim, Woojin; Park, Kwangwoo, APPLIED ECONOMICS LETTERS, v.17, no.5, pp.445 - 450, 2010 |
| Valuing retail shopping center lease contracts Cho, Hoon; Shilling, James D., REAL ESTATE ECONOMICS, v.35, no.4, pp.623 - 649, 2007 |
| Volatility return intervals analysis of the Japanese market Jung, WS; Wang, FZ; Havlin, S; Kaizoji, T; Moon, Hie-Tae; Stanley, HE, EUROPEAN PHYSICAL JOURNAL B, v.62, pp.113 - 119, 2008-03 |
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