In-Suk Wee

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Person:182616

Available identifiers

zbMath Open wee.in-sukMaRDI QIDQ182616

List of research outcomes





PublicationDate of PublicationType
Valuation of power options under Heston's stochastic volatility model2016-09-28Paper
A RECURSIVE METHOD FOR DISCRETELY MONITORED GEOMETRIC ASIAN OPTION PRICES2016-06-16Paper
Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications2015-11-13Paper
Pricing of geometric Asian options under Heston's stochastic volatility model2015-04-23Paper
https://portal.mardi4nfdi.de/entity/Q28848512012-05-18Paper
AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS2012-02-08Paper
COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS2009-04-20Paper
RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES2008-06-18Paper
Tail asymptotics for the fundamental period in the MAP\(/G/1\) queue2007-11-28Paper
APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL2006-06-19Paper
Exact convergence rate for the distributions of \(GI\)/\(M\)/\(c\)/\(K\) queue as \(K\) tends to infinity2003-08-21Paper
ERROR ESTIMATES FOR OPTION PRICES IN JUMP-DIFFUSION MODELS2003-05-25Paper
Convergence of Jump-Diffusion Modelsto the Black–Scholes Model2003-02-24Paper
https://portal.mardi4nfdi.de/entity/Q45444152002-08-04Paper
Asymptotic behavior of loss probability in GI/M/1/\(K\) queue as \(K\) tends to infinity2001-06-19Paper
Recurrence and transience for jump–diffusion processes2001-05-20Paper
Stability for multidimensional jump-diffusion processes2001-01-17Paper
https://portal.mardi4nfdi.de/entity/Q49548302000-06-12Paper
https://portal.mardi4nfdi.de/entity/Q42370751999-04-22Paper
https://portal.mardi4nfdi.de/entity/Q43538501998-05-25Paper
A note on the weak invariance principle for local times1998-03-12Paper
https://portal.mardi4nfdi.de/entity/Q43515171998-02-18Paper
https://portal.mardi4nfdi.de/entity/Q47645531995-07-16Paper
The law of the iterated logarithm for local time of a Lévy process1993-03-10Paper
Lower functions for asymmetric Lévy processes1990-01-01Paper
Lower functions for processes with stationary independent increments1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37383281985-01-01Paper

Research outcomes over time

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