The following pages link to Kyoung-Sook Moon (Q311036):
Displaying 19 items.
- Valuation of power options under Heston's stochastic volatility model (Q311037) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← links)
- Convergence rates for adaptive approximation of ordinary differential equations (Q1434048) (← links)
- A variational principle for adaptive approximation of ordinary differential equations (Q1434050) (← links)
- An adaptive averaging binomial method for option valuation (Q2450702) (← links)
- Convergence rates for an adaptive dual weighted residual finite element algorithm (Q2502320) (← links)
- (Q2771287) (← links)
- AN IMPROVED BINOMIAL METHOD FOR PRICING ASIAN OPTIONS (Q2842360) (← links)
- (Q2895902) (← links)
- VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS (Q3169247) (← links)
- EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS (Q3393931) (← links)
- COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS (Q3623428) (← links)
- Stock market prediction based on adaptive training algorithm in machine learning (Q5079405) (← links)
- AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK-SCHOLES MODEL (Q5258019) (← links)
- Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801) (← links)
- A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)
- (Q5484125) (← links)
- Adaptive Monte Carlo Algorithms for Stopped Diffusion (Q5703077) (← links)
- (Q5746665) (← links)
