Byoung Ki Seo

Ulsan National Institute of Science and Technology

Byoung Ki Seo is an Associate Professor of Finance at Ulsan National Institute of Science and Technology [UNIST]. He worked as a quant and swap dealer at the Industrial Bank of Korea [IBK] before being appointed as a professor at the School of Business Administration at UNIST in 2012. His research focuses on providing solutions to financial markets based on his experience in the industry. He has published papers on volatility and liquidity in financial markets and is also developing a model for financial market stability.

Articles by Byoung Ki Seo

Original research

Option pricing under the normal stochastic alpha–beta–rho model with Gaussian quadratures

The authors integrate a Gaussian quadrature for option pricing under the normal alpha–beta–rho model, which they demonstrate to calculate accurate, arbitrage-free price and delta.

19 Nov 2024

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