Seki Kim

Available identifiers

zbMath Open kim.sekiMaRDI QIDQ1855652

List of research outcomes

Publication	Date of Publication	Type
PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION	2014-06-24	Paper
NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK	2009-08-28	Paper
Stochastic Simulation Method for the Term Structure Models with Jump	2009-02-10	Paper
A New Approach of Box-Müller Method	2009-01-22	Paper
Bond Pricing with Jumps and Monte Carlo Simulation	2008-12-09	Paper
On Monte Carlo Simulation for the HJM Model Based on Jump	2008-12-09	Paper
Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump	2008-07-18	Paper
STABLE LOW ORDER NONCONFORMING QUADRILATERAL FINITE ELEMENTS FOR THE STOKES PROBLEM	2003-08-21	Paper
A parallel iterative Galerkin method based on nonconforming quadrilateral elements for second-order partial differential equations	2003-01-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Seki Kim