5 citations · 5 across the 2 of their papers we have counts for
2 papers
q-fin.MF2019
Open Markets
Donghan Kim
An open market is a subset of an entire equity market composed of a certain fixed number of top capitalization stocks. Though the number of stocks in the open market is fixed, the…
math.PR2019★ 5 cited
Local times for continuous paths of arbitrary regularity
Donghan Kim
We study a continuous pathwise local time of order p for continuous functions with finite p-th variation along a sequence of time partitions, for even integers p >= 2. With this no…