Dongyoup Lee

Columbia Business School, Finance and Economics

3022 Broadway

Uris Hall 311

New York, NY 10027

United States

http://www.columbia.edu/~dl2135

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Scholarly Papers (1)

1.

Asset Pricing Using Partially Misspecified Models

Number of pages: 29 Posted: 19 Mar 2008 Last Revised: 06 Sep 2011
Dongyoup Lee and Jialin Yu
Columbia Business School, Finance and Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
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Abstract:

partial model misspecification, curse of dimensionality, option pricing, cheapest to deliver