The following pages link to In-Suk Wee (Q182616):
Displayed 28 items.
- Valuation of power options under Heston's stochastic volatility model (Q311037) (← links)
- Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
- Item:Q182616 (redirect page) (← links)
- Lower functions for processes with stationary independent increments (Q1093253) (← links)
- Lower functions for asymmetric Lévy processes (Q1122232) (← links)
- The law of the iterated logarithm for local time of a Lévy process (Q1203919) (← links)
- A note on the weak invariance principle for local times (Q1359778) (← links)
- Exact convergence rate for the distributions of \(GI\)/\(M\)/\(c\)/\(K\) queue as \(K\) tends to infinity (Q1404241) (← links)
- Stability for multidimensional jump-diffusion processes (Q1593618) (← links)
- Tail asymptotics for the fundamental period in the MAP\(/G/1\) queue (Q2461587) (← links)
- A RECURSIVE METHOD FOR DISCRETELY MONITORED GEOMETRIC ASIAN OPTION PRICES (Q2812471) (← links)
- (Q2884851) (← links)
- RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES (Q3504830) (← links)
- COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS (Q3623428) (← links)
- (Q3738328) (← links)
- (Q4237075) (← links)
- (Q4351517) (← links)
- (Q4353850) (← links)
- Recurrence and transience for jump–diffusion processes (Q4526879) (← links)
- (Q4544415) (← links)
- (Q4764553) (← links)
- ERROR ESTIMATES FOR OPTION PRICES IN JUMP-DIFFUSION MODELS (Q4792616) (← links)
- Convergence of Jump-Diffusion Modelsto the Black–Scholes Model (Q4795544) (← links)
- (Q4954830) (← links)
- Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
- APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL (Q5473083) (← links)
- AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS (Q5894487) (← links)
- Asymptotic behavior of loss probability in GI/M/1/\(K\) queue as \(K\) tends to infinity (Q5934392) (← links)