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  1. 1
    Tail risk analysis of the S&P/OIC COMCEC 50 index

    Tail risk analysis of the S&P/OIC COMCEC 50 index by Mahmoud Bekri, Young Shin (Aaron) Kim

    Published 2015-03-01
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    Article
  2. 2
    A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models

    A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models by Xiang eShi, Lihua eZhang, Young Shin Aaron Kim

    Published 2016-01-01
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    Article

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