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~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Quantitative finance"
~language:"eng"
~person:"Kim, Young Shin"
~source:"econis"
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Kim, Young Shin
Bayer, Christian
7
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Mathematical methods of operations research
Quantitative finance
Journal of banking & finance
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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Review of derivatives research
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Risk assessment : decisions in banking and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
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Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
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