×
Compute Distance To:
Author ID: song.seongjoo Recent zbMATH articles by "Song, Seongjoo"
Published as: Song, Seongjoo
Documents Indexed: 19 Publications since 1987
Co-Authors: 10 Co-Authors with 10 Joint Publications
101 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 51 times in 23 Documents Cited by Year
Markov properties of multiparameter processes and capacities. Zbl 0833.60075
Hirsch, F.; Song, S.
13
1995
Symmetric Skorohod topology on \(n\)-variable functions and hierarchical Markov properties of \(n\)-parameter processes. Zbl 0833.60074
Hirsch, F.; Song, S.
12
1995
Insiders’ hedging in a jump diffusion model. Zbl 1151.91523
Lee, Kiseop; Song, Seongjoo
9
2007
Estimating the mixing proportion in a semiparametric mixture model. Zbl 1284.62395
Song, Seongjoo; Nicolae, Dan L.; Song, Jongwoo
6
2010
The delta expansion for the transition density of diffusion models. Zbl 1293.60078
Lee, Yoon Dong; Song, Seongjoo; Lee, Eun-Kyung
3
2014
Asymptotic option pricing under a pure jump process. Zbl 1132.91015
Song, Seongjoo
2
2007
Lévy density estimation via information projection onto wavelet subspaces. Zbl 1195.62134
Song, Seongjoo
2
2010
Computation of estimates in segmented regression and a liquidity effect model. Zbl 1446.62266
Gill, Ryan; Lee, Kiseop; Song, Seongjoo
2
2007
Influence of electrode placement on signal quality for ambulatory pregnancy monitoring. Zbl 1307.92226
Rooijakkers, M. J.; Song, S.; Rabotti, C.; Oei, S. G.; Bergmans, J. W. M.; Cantatore, E.; Mischi, M.
1
2014
An asymptotic decomposition of hedging errors. Zbl 1115.91340
Song, Seongjoo; Mykland, Per A.
1
2006
The delta expansion for the transition density of diffusion models. Zbl 1293.60078
Lee, Yoon Dong; Song, Seongjoo; Lee, Eun-Kyung
3
2014
Influence of electrode placement on signal quality for ambulatory pregnancy monitoring. Zbl 1307.92226
Rooijakkers, M. J.; Song, S.; Rabotti, C.; Oei, S. G.; Bergmans, J. W. M.; Cantatore, E.; Mischi, M.
1
2014
Estimating the mixing proportion in a semiparametric mixture model. Zbl 1284.62395
Song, Seongjoo; Nicolae, Dan L.; Song, Jongwoo
6
2010
Lévy density estimation via information projection onto wavelet subspaces. Zbl 1195.62134
Song, Seongjoo
2
2010
Insiders’ hedging in a jump diffusion model. Zbl 1151.91523
Lee, Kiseop; Song, Seongjoo
9
2007
Asymptotic option pricing under a pure jump process. Zbl 1132.91015
Song, Seongjoo
2
2007
Computation of estimates in segmented regression and a liquidity effect model. Zbl 1446.62266
Gill, Ryan; Lee, Kiseop; Song, Seongjoo
2
2007
An asymptotic decomposition of hedging errors. Zbl 1115.91340
Song, Seongjoo; Mykland, Per A.
1
2006
Markov properties of multiparameter processes and capacities. Zbl 0833.60075
Hirsch, F.; Song, S.
13
1995
Symmetric Skorohod topology on \(n\)-variable functions and hierarchical Markov properties of \(n\)-parameter processes. Zbl 0833.60074
Hirsch, F.; Song, S.
12
1995

Citations by Year