Kiseop Lee


Ph.D. Purdue University 2002 UnitedStates
Dissertation: Hedging of Options When the Price Process Has Jumps Whose Arrival Rate Depends on the Price History

Advisor: Philip Elliott Protter

Click here to see the students listed in chronological order.

Chakraborty, PrakashPurdue University2020
Hogle, BrianPurdue University2021
Jayasekare, Rasitha RanganiUniversity of Louisville2013

According to our current on-line database, Kiseop Lee has 3 students and 3 descendants.
We welcome any additional information.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 80639 for the advisor ID.