Kyoung-Sook Moon

Available identifiers

zbMath Open moon.kyoung-sookMaRDI QIDQ311036

List of research outcomes

Publication	Date of Publication	Type
Stock market prediction based on adaptive training algorithm in machine learning	2022-05-27	Paper
Valuation of power options under Heston's stochastic volatility model	2016-09-28	Paper
AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK-SCHOLES MODEL	2015-06-25	Paper
An adaptive averaging binomial method for option valuation	2014-05-15	Paper
A multi-dimensional local average lattice method for multi-asset models	2014-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q5746665	2014-02-07	Paper
AN IMPROVED BINOMIAL METHOD FOR PRICING ASIAN OPTIONS	2013-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q2895902	2012-07-13	Paper
VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS	2011-04-28	Paper
EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS	2009-08-28	Paper
COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS	2009-04-20	Paper
Adaptive lattice methods for multi-asset models	2009-03-12	Paper
Convergence rates for an adaptive dual weighted residual finite element algorithm	2006-09-12	Paper
https://portal.mardi4nfdi.de/entity/Q5484125	2006-08-24	Paper
Adaptive Monte Carlo Algorithms for Stopped Diffusion	2005-11-08	Paper
Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations	2005-09-15	Paper
Convergence rates for adaptive approximation of ordinary differential equations	2004-07-01	Paper
A variational principle for adaptive approximation of ordinary differential equations	2004-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q2771287	2002-02-14	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Kyoung-Sook Moon