Kihun Nam
Identifiers
- name variant Kihun Nam 0.60 · backfill
Papers (7)
- Time-changed \levy processes and option pricing: a critical comment q-fin.MF · 2019 · author #2
- Variations of dynamic random networks: localization approach math.PR · 2018 · author #1
- Correlated time-changed L\'evy Processes math.PR · 2018 · author #2
- Locally Lipschitz BSDE driven by a continuous martingale: path-derivative approach math.PR · 2016 · author #1
- BSE's, BSDE's and fixed point problems math.PR · 2014 · author #2
- Multidimensional quadratic and subquadratic BSDEs with special structure math.PR · 2013 · author #2
- BSDEs with terminal conditions that have bounded Malliavin derivative math.PR · 2012 · author #2
Mentions
Frequent Coauthors
- Patrick Cheridito 3 shared papers
- Hasan Fallahgoul 2 shared papers