Seki Kim

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Digital option pricing based on copulas with stochastic simulation Journal of the Korean Society of Mathematical Education. Series B. The Pure and Applied Mathematics	2016-03-16	Paper
Pricing forward-futures spread based on copulas with stochastic simulation The Pure and Applied Mathematics	2014-06-24	Paper
NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK Communications of the Korean Mathematical Society	2009-08-28	Paper
Stochastic Simulation Method for the Term Structure Models with Jump Computational Science and Its Applications - ICCSA 2006	2009-02-10	Paper
A New Approach of Box-Müller Method AIP Conference Proceedings	2009-01-22	Paper
Bond Pricing with Jumps and Monte Carlo Simulation Computational Science – ICCS 2006	2008-12-09	Paper
On Monte Carlo Simulation for the HJM Model Based on Jump Computational Science – ICCS 2006	2008-12-09	Paper
Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump Computational Science and Its Applications – ICCSA 2008	2008-07-18	Paper
STABLE LOW ORDER NONCONFORMING QUADRILATERAL FINITE ELEMENTS FOR THE STOKES PROBLEM Journal of the Korean Mathematical Society	2003-08-21	Paper
A parallel iterative Galerkin method based on nonconforming quadrilateral elements for second-order partial differential equations Applied Mathematics and Computation	2003-01-28	Paper

Research outcomes over time

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