Seki Kim

Available identifiers

zbMath Open kim.sekiMaRDI QIDQ1855652

List of research outcomes

Publication	Date of Publication	Type
Digital option pricing based on copulas with stochastic simulation	2016-03-16	Paper
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

This page was built for person: Seki Kim