EDITORIAL BOARD

· Associate Editor, the Journal of Statistical Planning and Inference

· Associate Editor, the Journal of Applied Mathematics and Computing

· Associate Editor, Management Sciences and Financial Engineering

· Associate Editor, the Journal of Korean Association of Financial Engineering

· Associate Editor, Applicable Analysis

· Review Editor, Frontiers of Financial Engineering

[1](with S.Park) Hedging with Information Asymmetry, submitted

[2](with S.Park) Asymptotic Computation of the Greeks under Stochastic, submitted

[3](with S.Park) Hedging with Liquidity risk under CEV diffusion, submitted

[4](with R.Jayasekera and R.Gill) Modeling Discrete Stock Price Changes using a Mixture of Poisson Distributions, submitted

[5](with J. Figueroa-Lopez) Estimation of a noisy subordinated Brownian Motion via two-scale power variations, submitted

[6](with M.Kim and T. Ha) Comparison of Numerical Methods on Hedging Claims with Feedback Jumps in the Pricing, forthcoming to Journal of Applied Mathematics and Computing

[7](with J. Park and J. Hyun) The Effect of Limit Order Flows at The Best Quotes on Price Changes, forthcoming to Risk and Decision Analysis

[8](with S.Ha, K.Kim) A Mathematical Model for Multi-name Credit Based on Community Flocking, forthcoming to Quantitative Finance

[9](with W.Kang) Information on Jump Sizes and Hedging, forthcoming to Stochastics

[10](with S.Park) Insiders' Hedging in a stochastic volatility model, forthcoming to IMA Journal of Management Mathematics

[11] Market Microstructure, New Trends in Financial Engineering, IOS Press, ISBN 978-1-60750-834-2, pages 89-106

[12](with J.Lim, D.Yu, H, Liu and M.Sherman) Parameter Estimation in the Spatial Auto-Logistic Model with Varying Independent Subblocks, Computational Statistics and Data Analysis, 56 (2012) 4421-4432

[13](with H.Ku and H.Zhu) Discrete Time Hedging with Liquidity Risk, Financial Research Letters, 2012, vol. 9, issue 3, pages 135-143

[14](with R.Christie-David, A. Chatrath and B.Adrangi) Dominant markets, staggered openings, and price discovery, Journal of Futures Markets, Volume 31, Issue 10, pages 915946, October 2011

[15](with J.Figueroa-Lopez, S.Lancette and Y.Mi) Estimation of NIG and VG models for high frequency financial data, Handbook of Modeling High-Frequency Data in

Finance, J. Wiley, 2011. ISBN: 978-0-470-87688-6

[16](with Y.Zeng) Risk minimization for a filtering micromovement model of asset price, forthcoming, Applied Mathematical Finance, vol 17 (2), 177-199, 2010

[17](with R.Christie-David, A. Chatrath and W.Moore) Competitive Inventory Management in Treasury Markets, Journal of Banking and Finance, vol. 33, issue 5,

pages 800-809, 2009

[18](with S.Ha and D.Levy) Flocking in a Stochastic Cucker-Smale System, Communication on Mathematical Sciences, vol 7 (2), 453-469, 2009

[19]Risk minimization under budget constraints, Journal of Risk Finance, vol 9, (1) 71-80, 2008

[20](with J.Lim and H.Song) Estimation of Liquidity Cost in Financial Markets, Communication of the Korean Statistical Society, 15, 117-124, 2008

[21](with P.Protter) Hedging Claims with Feedback Jumps in the Price Process, Communication on Stochastic Analysis, vol 2, (1), 2008

[22](with R.Chrisite-David and A. Chatrath) How potent are news reversals?: Evident from Futures Markets, Journal of Futures Markets, vol 29, (1), 42-73, 2009

[23](with M.Xu) Parameter Estimation from Multinomial Trees to jump diffusions with K Means Clustering, Cutting Edge, Risk, vol 21, 82-86, 2008

[24] (with S.Song) A note on convergence of an approximate hedging portfolio with liquidity risk , Stochastics, vol 79 (5), 419-429, 2007.

[25](with S.Song and R.Gill) Computation of estimates in segmented regression and a liquidity effect model, Computational Statistics and Data Analysis, vol 51 (5) 6459-6475, 2007

[26](with S.Song) Insiders Hedging in a Jump Diffusion Model, Quantitative Finance, vol 7 (5) 537-545, 2007

[27] (with L.Goldberg and A.Kercheval) t-statistics for weighted means in credit risk modelling, Journal of Risk Finance 6 (4), 349-365, 2005

BOOK REVIEW (published)

Actuarial Mathematics for Life Contingent Risks, Second Edition by Dickson, Hardy, and Waters, The American Statisticians, vol 69, (2), page 149, 2015

Ph. D STUDENTS

Rasitha Jayasekera(2013, assistant professor at Butler University)

Yueyun Zhang