Kyuseok Lee

College of Business, Korea Advanced Institute of Science and Technology (KAIST)

85 Hoegiro, Dongdaemoon-gu

Seoul 02455

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

4

DOWNLOADS

794

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

An Adaptive Successive Over-Relaxation Method for Computing the Black-Scholes Implied Volatility

Number of pages: 57 Posted: 15 Nov 2007
Minqiang Li and Kyuseok Lee
Bloomberg LP and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 672 (39,389)
Citation 3

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Successive over-relaxation, Black-Scholes formula, Implied volatility, Convergence acceleration, Rational approximation

2.

Stock Market Integration at Home

KAIST College of Business Working Paper Series No. 2014-012
Number of pages: 51 Posted: 25 Sep 2014
Cheol S. Eun, Kyuseok Lee and Qinghai Wang
Georgia Institute of Technology - Finance Area, College of Business, Korea Advanced Institute of Science and Technology (KAIST) and University of Central Florida - College of Business Administration
Downloads 82 (312,217)

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3.

Determinants of Short-Term Institutional Trading During Tranquil and Crisis Time

KAIST College of Business Working Paper Series No. 2014-013
Number of pages: 48 Posted: 25 Sep 2014
Soo-Hyun Kim and Kyuseok Lee
Soongsil University and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 40 (440,649)

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Short-term institutional trading; Crisis; International institutional investors; Momentum trading

4.

The Influences of Major Currencies in Foreign Exchange Markets: A Regression‐Based Measure and its Application

International Review of Finance, Vol. 16, Issue 2, pp. 277-289, 2016
Number of pages: 13 Posted: 03 Jun 2016
Soo‐Hyun Kim and Kyuseok Lee
Soongsil University and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 0 (692,420)
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