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On pricing barrier control in a regime-switching regulated market
Han, Zheng
;
Hu, Yaozhong
;
Lee, Chihoon
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 491-499
Persistent link: https://www.econbiz.de/10012194669
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A multivariate distance nonlinear causality test based on partial distance correlation : a machine learning application to energy futures
Creamer Guillén, Germán
;
Lee, Chihoon
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1531-1542
Persistent link: https://www.econbiz.de/10012194804
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