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Ho-Seok Lee

Kwangwoon University - Department of Mathematics

20 Kwangwoon-ro, Nowon-gu

Seoul, 01897

Korea, Republic of (South Korea)

  • Kwangwoon University - Department of Mathematics

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Short-Term Market Changes and Market Making with Inventory

Number of pages: 12 Posted: 25 Jul 2020
Jin Gi Kim, Sam Beatson, Bong-Gyu Jang, Ho-Seok Lee and Seyoung Park
Pohang University of Science and Technology (POSTECH) - Department of Industrial and Management Engineering, University of Nottingham, Pohang University of Science and Technology (POSTECH), Kwangwoon University - Department of Mathematics and Nottingham University Business School
Downloads 1,103 (49,293)

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Market Maker, Regime Switching, Inventory Management, Intraday Trade, Market Micro-Structure

2.

Optimal Long-term Contracts with Disability Insurance under Limited Commitment

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 48 Posted: 18 Jul 2019 Last Revised: 24 Feb 2022
Kyoung Jin Choi, Junkee Jeon, Ho-Seok Lee and Hsuan-Chih Lin
University of Calgary - Haskayne School of Business, Kyung Hee University - Department of Applied Mathematics, Kwangwoon University - Department of Mathematics and Academia Sinica - Institute of Economics
Downloads 157 (474,889)

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Disability Insurance, Limited Commitment, Truth-telling, Dynamic Contracting, Incentives

3.

Short-Term Market Changes and Market Making with Inventory

Number of pages: 13 Posted: 22 Sep 2025
Seyoung Park, Bong-Gyu Jang, Jin Gi Kim, Ho-Seok Lee and Sam Beatson
Nottingham University Business School, Pohang University of Science and Technology (POSTECH), affiliation not provided to SSRN, Kwangwoon University - Department of Mathematics and University of Nottingham
Downloads 125 (626,371)

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market microstructure, regime switching, market making, inventory management, bid-ask spread