Concepedia

Sang Byung Seo

SB

5

Publications

296

Citations

5

H-Index

2013

Active since

Affiliations

University of Pennsylvania(Current)

National Bureau of Economic Research

University of Wisconsin–Madison

University of Houston

Sang Byung Seo is an author at University of Pennsylvania specializing in business, financial economics, and finance.

ORCID

Top concepts

Publications per year

2013–2021

5

Publications

5

Option Prices in a Model with Stochastic Disaster Risk

Sang Byung Seo, Jessica A. Wachter · Management Science · 2018 · 110 citations

, , +17

Do Rare Events Explain CDX Tranche Spreads?

Sang Byung Seo, Jessica A. Wachter · The Journal of Finance · 2018 · 93 citations · Full text

, , +16

Learning, slowly unfolding disasters, and asset prices

Mohammad Ghaderi, Sang Byung Seo · Journal of Financial Economics · 2021 · 48 citations

, , +6

Option Prices in a Model with Stochastic Disaster Risk

Sang Byung Seo, Jessica A. Wachter · 2013 · 24 citations · Full text

Option Prices in a Model with Stochastic Disaster Risk

Sang Byung Seo, Jessica A. Wachter · SSRN Electronic Journal · 2017 · 21 citations · Full text

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