Myong-Guk Sin

Available identifiers

zbMath Open sin.myong-gukMaRDI QIDQ2081745

List of research outcomes

Publication	Date of Publication	Type
Properties of solution for fully coupled fractional mean-field forward-backward stochastic differential equation	2024-04-15	Paper
Pricing formula for a barrier call option based on stochastic delay differential equation	2024-02-12	Paper
Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations	2022-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q5083180	2022-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q3455963	2015-12-11	Paper
A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms	2015-08-27	Paper
Efficient hedging in general Black-Scholes model	2015-04-17	Paper

Research outcomes over time

This page was built for person: Myong-Guk Sin