Estimating the mixing proportion in a semiparametric mixture model

최신 개정안을 적용한 공무원연금의 파산확률 고찰

Asymptotic option price with bounded expected loss

Insiders' hedging in a jump diffusion model

A note on convergence of an approximate hedging portfolio with liquidity risk

Computation of estimates in segmented regression and a liquidity effect model

Asymptotic Option Pricing under a Pure Jump Process

An Asymptotic Decomposition of Hedging Errors

Return prediction by machine learning for the Korean stock market

Cyber risk measurement via loss distribution approach and GARCH model