Young Shin Kim
Finance · 2008–2011
A researcher in the Science corpus: 6 papers; trusts 20 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 28 citations into it; #6,175 of 10,518 by trust here, #6,162 by citations
- Management Science and Operations Research — 12 citations into it
- Economics and Econometrics — 9 citations into it; #16,336 of 23,481 by trust here, #19,308 by citations
- Demography — 6 citations into it
Whom Young Shin Kim trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- J. Rosínski
- Wim Schoutens
- Peter P. Carr
- Steven Heston
- Svetlozar T. Rachev
- Tim Bollerslev
- Svetlana Boyarchenko
- René L. Schilling
- Alan L. Lewis
- Paul Glasserman
Who trusts Young Shin Kim overall
- Michele Leonardo Bianchi
- Svetlozar T. Rachev
- Frank J Fabozzi 3
- Uwe Kuchler
- Yu Nishiyama
- Stefan Tappe
Papers from Young Shin Kim's perspective
Ordered by how strongly the researchers Young Shin Kim trusts endorse each paper. Same corpus, a different order for every researcher.
- Tempering stable processes
- The Fine Structure of Asset Retums : An Empirical Investigation '
- Financial Modelling with Jump Processes
- Generalized autoregressive conditional heteroskedasticity
- The Pricing of Options and Corporate Liabilities
- Financial Modelling with Jump Processes
- A Closed-Form GARCH Option Valuation Model
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Monte Carlo Methods in Financial Engineering
- Lévy Processes in Finance: Pricing Financial Derivatives
Their papers
- Tempered Infinitely Divisible Distributions and Processes (2011) — 61 citations
- Financial market models with Lévy processes and time-varying volatility. (2008) — 106 citations
- Financial Models with Levy Processes and Volatility Clustering (2011) — 172 citations
- Tempered stable and tempered infinitely divisible GARCH models (2010) — 103 citations
- Tempered stable distributions and processes in finance: numerical analysis (2010) — 54 citations
- The Modifled Tempered Stable Distribution, GARCH Models and Option Pricing (2008) — 52 citations