Session Chair: Jong Won Park (Univ. of Seoul)

1. Option Pricing with Heavy Tailed Distribution:
Application to Barrier Options

Joocheol Kim
(Yonsei Univ.)
Jeonggyu Heo
(Yonsei Univ.)

2. Price Stabilization and Discovery under a Random-end Trading Mechanism

Kyong Shik Eom
(Univ. of Seoul)
Jong-Ho Park
(Sunchon National Univ.)

3. Asymptotic Theory of Maximum Likelihood
Estimator for Diffusion Model

Minsoo Jeong
(Sungkyunkwan Univ.)
Joon Y. Park
(Sungkyunkwan Univ.)